Gibbs Samplers in R and Notes

I uploaded several R files and notes for Gibbs samplers to my Website’s resource page. They include: Factor Analysis, Finite Mixture of Linear Regression Models and Probit Regression. I have written all this a while ago when I was reading about these models. Most of the samplers are fairly standard and well-implemented efficiently in R packages calling c++ in the background. These packages are also referenced in the R files. Nevertheless, the R code might be useful for pedagogical purposes or as building block for more complex schemes.

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