BCFM1.0.0 package

Bayesian Clustering Factor Models

Implements the Bayesian Clustering Factor Models (BCFM) for simultaneous clustering and latent factor analysis of multivariate longitudinal data. The model accounts for within-cluster dependence through shared latent factors while allowing heterogeneity across clusters, enabling flexible covariance modeling in high-dimensional settings. Inference is performed using Markov chain Monte Carlo (MCMC) methods with computationally intensive steps implemented via 'Rcpp'. Model selection and visualization tools are provided. The methodology is described in Shin, Ferreira, and Tegge (2018) <doi:10.1002/sim.70350>.

  • Maintainer: Meriem Touami
  • License: GPL (>= 3)
  • Last published: 2026-02-10 20:20:10 UTC