sbfacModel: Initialize an SBFAC model...

In sbfac: Semiparametric Bayesian Factor Analytic Copula Models

Description

Initialize an SBFAC model

Usage

sbfacModel(D, num.factor=1, load.var.type="byrow", priors=list(taua = 0.5, taub = 0.5, rhoa =
    1, rhob = 1), obslabel=colnames(D), varlabel=rownames(D), ...)

Arguments

D	a numeric matrix where rows are variables and columns are observations
num.factor	number of factors
load.var.type	Not yet implemented
priors	A list of prior parameters. taua and taub are the shape and rate parameters for the gamma prior on the loadings precision tau (i.e. E[tau] = taua/taub) and rhoa, rhob are the parameters of the beta prior on rho.
obslabel	a character vector of labels for each observation
varlabel	a character vector of labels for each variable
...	ignored

Details

This function accepts a data matrix D and specified options, returning an S3 object of class sbfac.

Value

An S3 object of class sbfac, which is a list. The elements ldata, loadings, scores, tauinv and rho are initialized values of model parameters. By default these are randomly initialized; you can overwrite them if desired.

sbfac documentation built on May 2, 2019, 5:57 p.m.