glt

Bayesian Factor Analysis via the Generalized Lower Triangular Process Priors

Overview

The package glt implements Bayesian factor analysis under the generalized lower triangular process prior by Canale and Frühwirth-Schnatter, (2026)

Install the R package with

install.packages("devtools")
devtools::install_github("tonycanale/glt")

Author

Antonio Canale