CRAN/E | BayesFM

BayesFM

Bayesian Inference for Factor Modeling

Installation

About

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.

System requirements gfortran (>= 4.6.3)

Key Metrics

Version 0.1.5
R ≥ 3.0.0
Published 2021-11-19 861 days ago
Needs compilation? yes
License GPL-3
CRAN checks BayesFM results

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Maintainer

Maintainer

Rémi Piatek

remi.piatek@gmail.com

Authors

Rémi Piatek

aut / cre

Material

README
NEWS
Reference manual
Package source

In Views

Bayesian

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

BayesFM archive

Depends

R ≥ 3.0.0

Imports

checkmate ≥ 1.8.0
coda
ggplot2 ≥ 2.1.0
gridExtra
plyr ≥ 1.8.0

Reverse Suggests

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