bfa: Bayesian Factor Analysis

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Provides model fitting for several Bayesian factor models including Gaussian, ordinal probit, mixed and semiparametric Gaussian copula factor models under a range of priors.

Author
Jared Murray
Date of publication
2016-09-29 08:04:45
Maintainer
Jared Murray <jsmurray@stat.cmu.edu>
License
GPL-3
Version
0.4

View on CRAN

Man pages

bfa_copula
Initialize and fit a Gaussian copula factor model
bfa_gauss
Initialize and fit a Gaussian factor model
bfa_mixed
Initialize and fit a mixed-scale Gaussian factor model, with...
bfa_model
Initialize a bfa model
bfa-package
Bayesian Factor Analysis
biplot.bfa
Display a biplot
coef.bfa
Extract samples of implied regression coefficients from a bfa...
cor_samp
Compute samples of the correlation matrix
cov_samp
Compute samples of the covariance matrix
get_coda
Get coda object
get_posterior_loadings
Get posterior samples of factor loadings
get_posterior_scores
Get posterior samples of factor scores
HPDinterval.bfa
HPD intervals from a bfa object
mean.bfa
Extract posterior means from bfa object
predict.bfa
Posterior predictive and univariate conditional posterior...
print.bfa
Print method for bfa object
ratings08
Special Interest Group Ratings (2008)
utri_restrict
Upper triangular loadings restriction
var.bfa
Extract posterior variances from bfa object
woodbury
Invert the matrix lam*t(lam)+diag(u) via Woodbury identity

Files in this package

bfa
bfa/src
bfa/src/loadings_sparse.cpp
bfa/src/Makevars
bfa/src/main_mcmc.cpp
bfa/src/bfa_common.h
bfa/src/loadings.cpp
bfa/src/loadings_gdp.cpp
bfa/src/loadings_sparse.h
bfa/src/erl.cpp
bfa/src/erl.h
bfa/src/bfa_common.cpp
bfa/src/scores.h
bfa/src/imh.h
bfa/src/scores.cpp
bfa/src/loadings.h
bfa/src/loadings_gdp.h
bfa/src/imh.cpp
bfa/src/main_mcmc.h
bfa/src/Makevars.win
bfa/NAMESPACE
bfa/NEWS
bfa/data
bfa/data/ratings08.RData
bfa/R
bfa/R/rng.R
bfa/R/bfa_copula.R
bfa/R/wrappers.R
bfa/R/postproc.R
bfa/R/plots.R
bfa/R/bfa-package.R
bfa/R/get_coda.R
bfa/R/bfa_gauss.R
bfa/R/ratings08.R
bfa/R/class.R
bfa/R/bfa_mixed.R
bfa/R/main.R
bfa/MD5
bfa/DESCRIPTION
bfa/man
bfa/man/mean.bfa.Rd
bfa/man/print.bfa.Rd
bfa/man/get_posterior_scores.Rd
bfa/man/cov_samp.Rd
bfa/man/utri_restrict.Rd
bfa/man/bfa_model.Rd
bfa/man/ratings08.Rd
bfa/man/get_coda.Rd
bfa/man/bfa_gauss.Rd
bfa/man/var.bfa.Rd
bfa/man/coef.bfa.Rd
bfa/man/bfa_mixed.Rd
bfa/man/woodbury.Rd
bfa/man/HPDinterval.bfa.Rd
bfa/man/biplot.bfa.Rd
bfa/man/predict.bfa.Rd
bfa/man/get_posterior_loadings.Rd
bfa/man/cor_samp.Rd
bfa/man/bfa-package.Rd
bfa/man/bfa_copula.Rd