CausalMixGPD provides Bayesian Dirichlet process mixture modeling for heavy-tailed outcomes, with optional generalized Pareto tails and extensions for causal inference and predictor-dependent clustering.
Installation
# install.packages("remotes")
remotes::install_github(
"arnabaich96/CausalMixGPD",
build_vignettes = TRUE,
INSTALL_opts = c("--html")
)