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
Downloads
| Last 24 hours | 0 -100% |
| Last 7 days | 244 -37% |
| Last 30 days | 1.301 +10% |
| Last 90 days | 3.631 -36% |
| Last 365 days | 21.665 -30% |