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MCMC algorithms & processing functions for: 1. single response multiple regression, see Papageorgiou, G. (2018) doi:10.32614/RJ-2018-069, 2. multivariate response multiple regression, with nonparametric models for the means, the variances and the correlation matrix, with variable selection, see Papageorgiou, G. and Marshall, B. C. (2020) doi:10.1080/10618600.2020.1739534, 3. joint mean-covariance models for multivariate responses, see Papageorgiou, G. (2022) doi:10.1002/sim.9376, and 4.Dirichlet process mixtures, see Papageorgiou, G. (2019) doi:10.1111/anzs.12273.
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