Codes
- MATLAB code for Bhattacharya, Chakraborty & Mallick (2016) is here.
- A comprehensive R package for high dimensional regression and normal means estimation using the algorithm from Bhattacharya, Chakraborty & Mallick (2016) is here.
- MATLAB code for Chakraborty, Bhattacharya & Mallick (2019) is here.
- R code for Chattopadhyay, Chakraborty & Dunson (2020+) can be downloaded here.
- R code for Chakraborty, Ovaskainen & Dunson (2020+) can be downloaded here.
- Rcpp code for computing cdf of a truncated multivariate Gaussian distribution based on an importance sampling approach. Download the code here.