Gibbs Samplers in R and NotesPosted: May 4, 2015
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.