gdfa: Old version of Bayesian factor analysis.
In dcgerard/vicar: Various Ideas for Confounder Adjustment in Regression

Description Usage Arguments Author(s) References See Also

See bfa_gs for a description. This is the same thing but a slower R implementation.

gdfa(
  Y21,
  Y31,
  Y32,
  k,
  nsamp = 10000,
  burnin = round(nsamp/4),
  keep = 20,
  print_update = TRUE,
  plot_update = FALSE,
  hetero_factors = FALSE,
  rho_0 = 0.1,
  alpha_0 = 0.1,
  delta_0 = 0.1,
  lambda_0 = 0.1,
  nu_0 = 1,
  beta_0 = 1,
  eta_0 = 1,
  tau_0 = 1
)

`Y21`	Top left of matrix.
`Y31`	Bottom left of matrix.
`Y32`	Top right of matrix.
`k`	The rank of the mean matrix.
`nsamp`	A positive integer. The number of samples to draw.
`burnin`	A positive integer. The number of early samples to discard.
`keep`	A positive integer. We will same the updates of `Y22` every `keep` iteration of the Gibbs sampler.
`print_update`	A logical. Should we print a text progress bar to keep track of the Gibbs sampler (`TRUE`) or not (`FALSE`)?
`plot_update`	A logical. Should we make some plots to keep track of the Gibbs sampler (`TRUE`) or not (`FALSE`)?
`hetero_factors`	A logical. Should we assign colum-specific variances for the factors (`TRUE`) or not (`FALSE`)?
`rho_0`	The prior sample size for column-specific the precisions.
`alpha_0`	The prior sample size for the mean of the column-specific precisions.
`delta_0`	The prior sample size of the column-specific precisions of the factors.
`lambda_0`	The prior sample size of the mean of the column-specific precisions of the factors.
`nu_0`	The prior mean of the mean of the column-specific precisions of the factors.
`beta_0`	The prior mean of the mean of the column-specific precisions.
`eta_0`	The prior sample size of the expanded parameters.
`tau_0`	The prior mean of of the expanded parameters.

David Gerard

Ghosh, J. and Dunson, D.B., 2009. "Default prior distributions and efficient posterior computation in Bayesian factor analysis." Journal of Computational and Graphical Statistics, 18(2), pp.306-320. doi: 10.1198/jcgs.2009.07145

bfa_gs

dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.