The R code for implemeting Probabilistic correlation calculation for count data in the paper Zoh, R., Mallick, B., Ivanov, I., Baladandayuthapani, V., Chapkin, R. and Carroll, R. (2016) ``PCAN: Probabilistic Correlation analysis of two Non-Normal Data sets'' Biometrics 72, 1358-1368. PCANCode
· The MATLAB code for implemnting the algorithm proposed in Bhattacharya, A., Chakraborty, A. and Mallick, B. (2015). Fast sampling with Gaussian scale mixture priors in high-dimensional regression. Biometrika 4, 985-991. [arxiv] [Matlab implementation]
· BayesME: an R package for nonparametric density deconvolution and nonparametric regression (not yet implemented) allowing for heteroscadastic measurement error and heteroscedastic regression error .Based on Sarkar, A., Mallick, B. K., Staudenmayer, J., Pati, D. and Carroll, R. J. (2014). Bayesian semiparametric density deconvolution in the presence of conditionally heteroscedastic measurement errors. Journal of Computational and Graphical Statistics, 25, 1101-1125 and Sarkar, A., Mallick, B. K. and Carroll, R. J. (2014). Bayesian semiparametric regression in the presence of conditionally heteroscedastic measurement and regression errors. Biometrics, 70, 823-834. Packages mvtnorm and msm are required.