Bias-Corrected Bayesian Classification with Selected Features
Fully Bayesian Classification with a subset of high-dimensional features, such as expression levels of genes. The data are modeled with a hierarchical Bayesian models using heavy-tailed t distributions as priors. When a large number of features are available, one may like to select only a subset of features to use, typically those features strongly correlated with the response in training cases. Such a feature selection procedure is however invalid since the relationship between the response and the features has be exaggerated by feature selection. This package provides a way to avoid this bias and yield better-calibrated predictions for future cases when one uses F-statistic to select features.

Calculation of Option Prices Based on a Universal Solution
Calculates the prices of European options based on the universal solution provided by Bakshi, Cao and Chen (1997) <doi:10.1111/j.1540-6261.1997.tb02749.x>. This solution considers stochastic volatility, stochastic interest and random jumps. Please cite their work if this package is used.

Bayesian Structure and Causal Learning of Gaussian Directed
Graphs
c(person(given = "Federico",
family = "Castelletti",
role = "aut",
email = "federico.castelletti@unicatt.it"),
person(given = "Alessandro",
family = "Mascaro",
role = c("aut", "cre"),
email = "a.mascaro3@campus.unimib.it"))
A collection of functions for structure learning of causal networks and estimation of joint
causal effects from observational Gaussian data. Main algorithm consists of a Markov chain Monte Carlo
scheme for posterior inference of causal structures, parameters and causal effects between variables.
References:
F. Castelletti and A. Mascaro (2021) <doi:10.1007/s10260-021-00579-1>,
F. Castelletti and A. Mascaro (2022) <arXiv:2201.12003>.
graphics, gRbase, grDevices, lattice, methods, mvtnorm, stats,
utils
Federico Castelletti [aut],
Alessandro Mascaro [aut, cre]

Business Cycle Dating and Plotting Tools - BCDating
c(person("Majid", "Einian", role = c("aut", "cre"),
email = "einian85@gmail.com"))
Tools for Dating Business Cycles using Harding-Pagan (Quarterly Bry-Boschan) method and various plotting features.