Implements a spatial Bayesian non-parametric factor analysis model 
    with inference in a Bayesian setting using Markov chain Monte Carlo (MCMC). 
    Spatial correlation is introduced in the columns of the factor loadings 
    matrix using a Bayesian non-parametric prior, the probit stick-breaking 
    process. Areal spatial data is modeled using a conditional autoregressive 
    (CAR) prior and point-referenced spatial data is treated using a Gaussian 
    process. The response variable can be modeled as Gaussian, probit, Tobit, or
    Binomial (using Polya-Gamma augmentation). Temporal correlation is 
    introduced for the latent factors through a hierarchical structure and can 
    be specified as exponential or first-order autoregressive. Full details of 
    the package can be found in the accompanying vignette. Furthermore, the 
    details of the package can be found in "Bayesian Non-Parametric Factor 
    Analysis for Longitudinal Spatial Surfaces", by Berchuck et al (2019), 
    <arXiv:1911.04337>. The paper is in press at the journal Bayesian Analysis.

Selection of spatially balanced samples. In particular, the implemented sampling designs allow to select probability samples well spread over the population of interest, in any dimension and using any distance function (e.g. Euclidean distance, Manhattan distance). For more details, Pantalone F, Benedetti R, and Piersimoni F (2022) <doi:10.18637/jss.v103.c02>, Benedetti R and Piersimoni F (2017) <doi:10.1002/bimj.201600194>, and Benedetti R and Piersimoni F (2017) <arXiv:1710.09116>. The implementation has been done in C++ through the use of 'Rcpp' and 'RcppArmadillo'.

Evaluation of control charts by means of
        the zero-state, steady-state ARL (Average Run Length) and RL quantiles.
        Setting up control charts for given in-control ARL. The control charts
        under consideration are one- and two-sided EWMA, CUSUM, and
        Shiryaev-Roberts schemes for monitoring the mean or variance of normally
        distributed independent data. ARL calculation of the same set of schemes under drift (in the mean) are added.
        Eventually, all ARL measures for the multivariate EWMA (MEWMA) are provided.