This function is used to fit the Bayesian Sparse Latent Factor Model to all numeric matrices located in a directory.
1 2 3 4 |
path |
path to the directory where the target data matrices are located. |
recursive |
logical argument (default = TRUE) indicating whether the function should look recursively inside folders. |
a |
positive shape parameter of the Inverse Gamma prior distribution (default = 2.1). |
b |
positive scale parameter of the Inverse Gamma prior distribution (default = 1.1). |
gamma_a |
positive 1st shape parameter of the Beta prior distribution (default = 1). |
gamma_b |
positive 2nd shape parameter of the Beta prior distribution (default = 1). |
omega_0 |
prior variance of the spike mixture component (default = 0.01). |
omega_1 |
prior variance of the slab mixture component (default = 10). |
sample |
sample size to be considered for inference after the burn in period (default = 1000). |
burnin |
size of the burn in period in the MCMC algorithm (default = sample/4). |
lag |
lag to build the chains based on spaced draws from the Gibbs sampler (default = 1). |
degenerate |
logical argument (default = FALSE) indicating whether to use the degenerate version of the mixture prior for the factor loadings. |
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