Description Usage Arguments Details Value
This function performs a specified number of MCMC iterations and
returns an object containing summary statistics from the MCMC samples
as well as the actual samples of factor scores if keep.scores is TRUE.
Default behavior is to save only samples of the loadings.
1 2 3 4 5 6 | bfa_mixed(x, data = NULL, num.factor = 1, restrict = NA,
normal.dist = NA, nsim = 10000, nburn = 1000, thin = 1,
print.status = 500, keep.scores = FALSE, loading.prior = c("gdp",
"pointmass", "normal"), factor.scales = FALSE, px = TRUE,
coda = "loadings", coda.scale = TRUE, imh.iter = 500, imh.burn = 500,
...)
|
x |
A formula or bfa object. |
data |
The data if x is a formula |
num.factor |
Number of factors |
restrict |
A matrix or list giving restrictions on factor loadings. A matrix should be the same size as the loadings matrix. Acceptable values are 0 (identically 0), 1 (unrestricted), or 2 (strictly positive). List elements should be character vectors of the form c('variable',1, ">0") where 'variable' is the manifest variable, 1 is the factor, and ">0" is the restriction. Acceptable restrictions are ">0" or "0". |
normal.dist |
A character vector specifying which variables should be treated as observed Gaussian. Defaults to all numeric variables if x is a formula. |
nsim |
Number of iterations past burn-in |
nburn |
Number of initial (burn-in) iterations to discard |
thin |
Keep every thin'th MCMC sample (i.e. save nsim/thin samples) |
print.status |
How often to print status messages to console |
keep.scores |
Save samples of factor scores |
loading.prior |
Specify GDP ("gdp", default) point mass ("pointmass") or normal priors ("normal") |
factor.scales |
Include a separate scale parameter for each factor |
px |
Use parameter expansion for ordinal variables (recommended) |
coda |
Create |
coda.scale |
Put the loadings on the correlation scale when creating |
imh.iter |
Iterations used to build IMH proposal |
imh.burn |
Burn-in before collecting samples used to build IMH proposal (total burn-in is nburn+imh.iter+imh.burn) |
... |
Prior parameters and other (experimental) arguments (see details) |
Note: All the priors in use assume that the manifest Gaussian variables are on approximately the same scale.
Additional parameters:
loadings.var: Factor loading prior variance
tau.a, tau.b: Gamma hyperparameters (scale=1/b) for factor precisions (if factor.scales=T). Default is a=b=1 (MV t w/ df=2)
rho.a, rho.b: Beta hyperparameters for point mass prior
sigma2.a, sigma2.b: Gamma hyperparameters for error precisions (for numeric variables)
gdp.alpha, gdp.beta: GDP prior parameters
mu.mean, mu.var: (Scalar) prior mean and variance for mu[j] (where E(y) = mu). Defaults are 0 and 1e4.
A bfa object with posterior samples.
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