BayesFM: Bayesian Inference for Factor Modeling
Collection of procedures to perform Bayesian analysis on a variety
of factor models. Currently, it includes: "Bayesian Exploratory Factor
Analysis" (befa) from G. Conti, S. Frühwirth-Schnatter, J.J. Heckman,
R. Piatek (2014) <doi:10.1016/j.jeconom.2014.06.008>, an approach to
dedicated factor analysis with stochastic search on the structure of the
factor loading matrix. The number of latent factors, as well as the
allocation of the manifest variables to the factors, are not fixed a priori
but determined during MCMC sampling.
| Version: |
0.1.5 |
| Depends: |
R (≥ 3.0.0) |
| Imports: |
checkmate (≥ 1.8.0), coda, ggplot2 (≥ 2.1.0), gridExtra, plyr (≥ 1.8.0) |
| Published: |
2021-11-19 |
| Author: |
Rémi Piatek  [aut,
cre] |
| Maintainer: |
Rémi Piatek <remi.piatek at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| SystemRequirements: |
gfortran (>= 4.6.3) |
| Materials: |
README NEWS |
| In views: |
Bayesian |
| CRAN checks: |
BayesFM results |
Documentation:
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