Description Arguments Value Author(s)

`factorQR`

is an MCMC sampler to fit a Bayesian factor model for
quantile regression.

`factorForm` |
A formula of the form |

`nonFactorForm` |
An optional formula of the form |

`dataSet` |
An optional data frame, list, or environment containing the variables in the model. |

`pQuant` |
Response quantile to model. Defaults to |

`whichFactor` |
Vector of indicators to show factor grouping. E.g., if |

`nSamp` |
Number of MCMC iterations, with a default of |

`burn` |
Iterations of burn-in, with a default of |

`thin` |
Number of iterations to skip between stored values in the chain, with a default of |

`cTau0` |
Prior shape for |

`dTau0` |
Prior scale for |

`cPsi0` |
Prior shape for |

`dPsi0` |
Prior rate for |

`sig0` |
Hyperparameter for scale of free |

`mu0` |
Prior mean for |

`R0` |
Prior scale of |

`nu0` |
Prior degrees of freedom for inverse Wishart associated with |

`B0s` |
Prior precision (i.e., inverse variance) for |

`B0Beta` |
Prior precision for regression coefficients related to |

`betaZero` |
Starting value for |

`PhiZero` |
Initial value of |

`invPsiZero` |
initial value of |

`LambdaZero` |
Initial value of |

`LambdaSZero` |
Initial value of last row of |

`OmegaZero` |
Initial value for latent |

`verbose` |
If |

`storeOmega` |
If |

`latentInteract` |
If |

`interactX` |
If supplied, a matrix of variables with which to interact the latent factors. Repeated columns are allowed. |

`whichFactorInteract` |
A vector that indicates which factors to interact with the columns of |

Returns an item of the class `factorQR`

composed of the following components:

`param` |
Matrix of sampled parameter values. |

`call` |
The matched call. |

`nReg` |
The number of regression parameters. |

`betLen` |
The number of |

`nObs` |
The number of observations. |

`burn` |
The number of Gibbs iterations before samples were stored. |

`thin` |
The number of Gibbs iterations between stored values. |

`nSamp` |
The total number of Gibbs iterations. |

`nFact` |
The number of modeled latent factors. |

`nFactorX` |
The number of manifest variables related to the factors. |

`omega` |
Sampled |

`nFactInt` |
Number of factor/manifest variable interactions. |

Lane F. Burgette, Department of Statistical Science, Duke University. [email protected]

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