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Code for implementing Factor Analysis with BLEssing of dimensionality (FABLE).

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R package to implement Factor Analysis with BLEssing of dimensionality (FABLE) approach. Provides pseudo-posterior samples of the covariance matrix modeled using factor analysis, along with providing pseudo-posterior mean (without carrying out sampling).

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Code for implementing Factor Analysis with BLEssing of dimensionality (FABLE).

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