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.

AuthorRémi Piatek [aut, cre]
Date of publication2016-12-19 15:55:58
MaintainerRémi Piatek <remi.piatek@econ.ku.dk>
LicenseGPL-3
Version0.1.0

View on CRAN

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/NEWS
BayesFM/R
BayesFM/R/summary.befa.R BayesFM/R/utils.R BayesFM/R/plot.befa.R BayesFM/R/print.summary.befa.R BayesFM/R/print.befa.R BayesFM/R/post.column.switch.R BayesFM/R/extract.data.R BayesFM/R/post.sign.switch.R BayesFM/R/befa.R BayesFM/R/BayesFM.R BayesFM/R/zzz.R BayesFM/R/simul.dedic.facmod.R
BayesFM/MD5
BayesFM/DESCRIPTION
BayesFM/man
BayesFM/man/summary.befa.Rd BayesFM/man/BayesFM.Rd BayesFM/man/post.sign.switch.Rd BayesFM/man/simul.dedic.facmod.Rd BayesFM/man/befa.Rd BayesFM/man/post.column.switch.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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