Performs Bayesian nonparametric multiscale density estimation and multiscale testing of group differences with multiscale Bernstein polynomials (msBP) mixtures as in Canale and Dunson (2016).
Canale, A., Dunson, D. B., (2016), Multiscale Bernstein polynomials for densities, Statistica Sinica, 26, 3, 1175-1195