| AIC | AIC calculation for the output of 'SIMP()' |
| autotune_param | The function to control the acceptance rate of the Metropolis... |
| BIC | BIC calculation for the output of 'SIMP()' |
| build_tree | Tree building function for NUTS |
| Bura_Cook | Bura_Cook estimator for the estimation of rank(beta_1C) |
| check_NUTS | Conditions checking function used in NUTS. |
| CI | Calculation of the posterior credible intervals for... |
| CV | Bayesian CV |
| DIC | DIC calculation for the output of 'SIMP()' |
| elmwise_mean_in_list | Compute the means of each entry in a matrix over a list |
| elmwise_sd_in_list | Compute the standard deviations of each entry in a matrix... |
| find_A_from_gamma | Function to compute A from from |
| find_gammas_from_A | Function to compute gamma from A |
| find_reasonable_epsilon | The function to find the stepsize |
| generate_data | Data generating function according to SIMP |
| generate_par | Parameter generating function in Simulation section |
| get_hyperparams_init | Hyper-parameters specification function |
| get_init | Warm-start estimator for MCMC algorithm of SIMP |
| grad_lpd_func | The function to calculate the gradients of the log full... |
| HMC_new | Hamiltonian monte-carlo |
| joint_log_density | The log joint full conditional density of the j-th column of... |
| leapfrog_step | The function to implement the leapfrop step |
| lpd_A | Function to compute the log full conditional density of A |
| lpd_B | Function to compute the log full conditional density of B |
| NUTS | The function to implement The No-U-Turn Sampler (NUTS) |
| rinvwish | The function to generate a Inverse-Wishart sample |
| rMatrixNormal | The function to generate a Matrix Normal sample. |
| rmh_colwise_new | Function to implement the Metropolis step. |
| rmvnorm | The function to generate vector Normal samples |
| sd_acf | Function to calculate the standard deviations and the... |
| SIMP | Fit Bayesian simultaneous partial envelope model |
| solve_chol | An efficient function to calculate the inverse of a matrix |
| sqrtmat | The function to calculate the square root of a matrix |
| sqrtmatinv | The function to calculate the -(1/2)-th power of a matrix |
| tkProgressBar | Function for the progressbar |
| WAIC | WAIC calculation for the output of 'SIMP()' |
