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.

Install the latest version of this package by entering the following in R:
install.packages("BayesFM")
AuthorRémi Piatek [aut, cre]
Date of publication2017-02-20 11:19:55
MaintainerRémi Piatek <remi.piatek@econ.ku.dk>
LicenseGPL-3
Version0.1.2

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