bfa: Bayesian Factor Analysis

This package provides model fitting for several Bayesian factor models including Gaussian, ordinal probit, mixed and semiparametric Gaussian copula factor models under a range of priors.

Author
Jared Murray
Date of publication
2011-11-01 17:47:44
Maintainer
Jared Murray <jared.murray@stat.duke.edu>
License
GPL-3
Version
0.2.2

View on R-Forge

Man pages

bfa_copula
Initialize and fit a copula factor model
bfa_gauss
Initialize and fit a Gaussian factor model
bfa_mixed
Initialize and fit a mixed-scale Gaussian factor model, with...
bfa_model
Initialize a bfa model
bfa-package
Bayesian Factor Analysis
biplot.bfa
Display a biplot
corr_samp
Compute samples of the correlation matrix
cov_samp
Compute samples of the covariance matrix
get_coda
Get coda object
HPDinterval.bfa
HPD intervals from a bfa object
mean.bfa
Extract posterior means from bfa object
plot_loadings
Plots of factor loadings
predict.bfa
Posterior predictive and univariate conditional posterior...
print.bfa
Print method for bfa object
ratings08
Special Interest Group Ratings (2008)
reg_samp
Compute samples of regression coefficients
utri_restrict
Upper triangular loadings restriction
woodbury
Invert the matrix lam*t(lam)+diag(u) via Woodbury identity

Files in this package

bfa/DESCRIPTION
bfa/NAMESPACE
bfa/R
bfa/R/bfa-package.R
bfa/R/class.R
bfa/R/get_coda.R
bfa/R/main.R
bfa/R/plots.R
bfa/R/postproc.R
bfa/R/ratings08.R
bfa/R/rng.R
bfa/data
bfa/data/ratings08.RData
bfa/example
bfa/example/ex-bfa_cop.R
bfa/make_docs.R
bfa/man
bfa/man/HPDinterval.bfa.Rd
bfa/man/bfa-package.Rd
bfa/man/bfa_copula.Rd
bfa/man/bfa_gauss.Rd
bfa/man/bfa_mixed.Rd
bfa/man/bfa_model.Rd
bfa/man/biplot.bfa.Rd
bfa/man/corr_samp.Rd
bfa/man/cov_samp.Rd
bfa/man/get_coda.Rd
bfa/man/mean.bfa.Rd
bfa/man/plot_loadings.Rd
bfa/man/predict.bfa.Rd
bfa/man/print.bfa.Rd
bfa/man/ratings08.Rd
bfa/man/reg_samp.Rd
bfa/man/utri_restrict.Rd
bfa/man/woodbury.Rd
bfa/src
bfa/src/Makevars
bfa/src/Makevars.win
bfa/src/bfa_common.cpp
bfa/src/bfa_common.h
bfa/src/erl.cpp
bfa/src/erl.h
bfa/src/imh.cpp
bfa/src/imh.h
bfa/src/loadings.cpp
bfa/src/loadings.h
bfa/src/loadings_beta.cpp
bfa/src/loadings_beta.h
bfa/src/loadings_gdp.cpp
bfa/src/loadings_gdp.h
bfa/src/loadings_sparse.cpp
bfa/src/loadings_sparse.h
bfa/src/main_mcmc.cpp
bfa/src/main_mcmc.h
bfa/src/scores.cpp
bfa/src/scores.h
bfa/test.R