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BayesFM: Bayesian Inference for Factor Modeling
Collection of procedures to perform Bayesian analysis on a variety of factor models. Currently, it includes: "Bayesian Exploratory Factor Analysis" (befa) from G. Conti, S. Frühwirth-Schnatter, J.J. Heckman, R. Piatek (2014) <doi:10.1016/j.jeconom.2014.06.008>, an approach to dedicated factor analysis with stochastic search on the structure of the factor loading matrix. The number of latent factors, as well as the allocation of the manifest variables to the factors, are not fixed a priori but determined during MCMC sampling.
Getting started
Browse package contents
Package details |
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| Author | Rémi Piatek [aut, cre] (<https://orcid.org/0000-0002-3474-1304>) |
| Maintainer | Rémi Piatek <remi.piatek@gmail.com> |
| License | GPL-3 |
| Version | 0.1.5 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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