Bayesian Infinite Factor Models
Average over the third index of an array
tools:::Rd_package_title("infinitefactor")
Factor regression model with interactions using the Dirichlet-Laplace ...
Factor regression model with interactions using the Multiplicative Gam...
Resolve rotational ambiguity in samples of factor loadings and factors...
Sample Bayesian linear infinite factor models with the Dirichlet-Lapla...
Sample Bayesian linear infinite factor models with the Multiplicative ...
Average elements of a list
Resolve label and sign switching in random matrix samples
Plot a matrix
Sampler Components
Summarise a matrix from posterior samples
Sampler and post-processing functions for semi-parametric Bayesian infinite factor models, motivated by the Multiplicative Gamma Shrinkage Prior of Bhattacharya and Dunson (2011) <https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3419391/>. Contains component C++ functions for building samplers for linear and 2-way interaction factor models using the multiplicative gamma and Dirichlet-Laplace shrinkage priors. The package also contains post processing functions to return matrices that display rotational ambiguity to identifiability through successive application of orthogonalization procedures and resolution of column label and sign switching. This package was developed with the support of the National Institute of Environmental Health Sciences grant 1R01ES028804-01.