Code used for the paper "Nonparametric priors with full-range borrowing of information" by F. Ascolani, B. Franzolini, A. Lijoi, and I. Prünster The documentation of the various files reads:
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"Simulation_FirstPart.R" contains the code to replicate Figures 1, S2, S3 and obtain Table 1.
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"Functions.R" contains the auxiliary functions for "Simulation_FirstPart.R": in particular it contains the code for the various methods used in the Illustration.
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"Simulation_SecondPart.R" contains the code to replicate Figure 2.
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"FunctionsMVN_rho.R" contains the auxiliary functions for "Simulation_SecondPart.R".
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"Simulation_correlation.R" contains the code to replicate Figure S1.
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"LSBP.R" contains the code to replicate Figure S4
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"Furbi_GM_forMultiNA.R" contains the auxiliary functions used for estimating the model in Section 6.4
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"main_multiNAsimul.R" contains the code to replicate the simulation studies in Section 6.4
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"main_brandsma.R" contains the code to replicate the clustering analysis in Section 6.4 for the brandsma dataset
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"acrmgm.py" contains python functions to estimate Additive n-FuRBI mixture model.
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"data.xlsx" contains stocks and commodities data.
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"CPO.py" contains the code to compute CPO measures.
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"empirical_corr.py" contains the code to get empirical correlation plot.
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"main.py" contains the code to estimate the additive n-FuRBI mixture model on financial data.
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"mainExch_Ind.py" contains the code to estimate exchangeable and independent mixture models on financial data.