bfa: Bayesian Factor Analysis

Description Usage Arguments Value

View source: R/bfa.R

Description

Simulates from the posterior distribution of the parameters of a simple Bayesian Factor Analysis using the Gibbs algorithm, considering vague prior distributions for all parameters.

Usage

1
bfa(Y, k, N = 5000)

Arguments

Y

A T by m matrix containing each m-dimensional observation in each row.

k

The number of factors to be considered.

N

The number of iterations for the MCMC algorithm to run.

Value

A list with the chains 'factor', 'beta' and 'vars'.


vsartor/bnsa documentation built on May 17, 2019, 12:04 p.m.