Description Usage Arguments Value References
Ported to R from Matlab code supporting the paper by Bhattacharya and Dunson (2011). Courtesy of A. Bhattacharya.
1 |
dat |
Data matrix, of size n x p. |
k |
Number of latent factor. |
trace |
If |
nprint |
Frequency of tracing information. Default is every 1000 iterations. |
control |
A list of hyperparameters for the prior distributions and for controlling the Gibbs sampling.
See |
... |
Arguments to be used to form the default |
A list, with components Sigma
and Lambda
, containing the posterior samples for the
covariance matrix of the model,
with dimension p x p x (nrun - burn)/thin, and
of the loading matrix, with dimension p x k x (nrun - burn)/thin,
respectively.
Bhattacharya, A. and Dunson, D.B. (2011). Sparse Bayesian infinite factor models. Biometrika, 98, p. 291-306.
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