Sampler and postprocessing functions for semiparametric Bayesian infinite factor models, motivated by the Multiplicative Gamma Shrinkage Prior of Bhattacharya and Dunson (2011) <https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3419391/>. Contains component C++ functions for building samplers for linear and 2way interaction factor models using the multiplicative gamma and DirichletLaplace shrinkage priors. The package also contains post processing functions to return matrices that display rotational ambiguity to identifiability through successive application of orthogonalization procedures and resolution of column label and sign switching. This package was developed with the support of the National Institute of Environmental Health Sciences grant 1R01ES02880401.
Package details 


Author  Evan Poworoznek 
Maintainer  Evan Poworoznek <infinitefactorpackage@gmail.com> 
License  GPL2 
Version  1.1 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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