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), 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. More approaches will be included in future releases of this package.

Author
Rémi Piatek [aut, cre]
Date of publication
2016-11-03 19:59:41
Maintainer
Rémi Piatek <remi.piatek@econ.ku.dk>
License
GPL-3
Version
0.0.2

View on CRAN

Man pages

BayesFM
BayesFM: Package for Bayesian Factor Modeling
befa
Bayesian Exploratory Factor Analysis
HPPmodel
Highest posterior probability model
post.column.switch
Perform column switchting on posterior MCMC sample
post.sign.switch
Perform sign switchting on posterior MCMC sample
simul.dedic.facmod
Generate synthetic data from a dedicated factor model

Files in this package

BayesFM
BayesFM/src
BayesFM/src/covmat_block_invwishart.f95
BayesFM/src/Makevars
BayesFM/src/factor_normal.f95
BayesFM/src/covariates.f95
BayesFM/src/loading_idioprec.f95
BayesFM/src/global.f95
BayesFM/src/probability.f95
BayesFM/src/mda.f95
BayesFM/src/matrix.f95
BayesFM/src/indicators_dedic.f95
BayesFM/src/factor_normal_block.f95
BayesFM/src/mcmc_progress.f95
BayesFM/src/befa.f95
BayesFM/src/measurement.f95
BayesFM/NAMESPACE
BayesFM/R
BayesFM/R/utils.R
BayesFM/R/post.column.switch.R
BayesFM/R/extract.data.R
BayesFM/R/post.sign.switch.R
BayesFM/R/befa.R
BayesFM/R/HPPmodel.R
BayesFM/R/BayesFM.R
BayesFM/R/zzz.R
BayesFM/R/simul.dedic.facmod.R
BayesFM/MD5
BayesFM/DESCRIPTION
BayesFM/man
BayesFM/man/BayesFM.Rd
BayesFM/man/post.sign.switch.Rd
BayesFM/man/HPPmodel.Rd
BayesFM/man/simul.dedic.facmod.Rd
BayesFM/man/befa.Rd
BayesFM/man/post.column.switch.Rd
BayesFM/cleanup