Package: BayesFM 0.1.7

Rémi Piatek

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.

Authors:Rémi Piatek [aut, cre]

BayesFM_0.1.7.tar.gz
BayesFM_0.1.7.tar.gz(r-4.5-noble)BayesFM_0.1.7.tar.gz(r-4.4-noble)
BayesFM.pdf |BayesFM.html
BayesFM/json (API)
NEWS

# Install 'BayesFM' in R:
install.packages('BayesFM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • fortran– Runtime library for GNU Fortran applications

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortranopenblas

3.01 score 3 stars 1.7k downloads 4 mentions 6 exports 34 dependencies

Last updated 6 months agofrom:296a80a1a7. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 11 2024
R-4.5-linux-x86_64OKDec 11 2024

Exports:befapost.column.switchpost.sign.switchsimul.dedic.facmodsimul.nfac.priorsimul.R.prior

Dependencies:backportscheckmateclicodacolorspacefansifarverggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcpprlangscalestibbleutf8vctrsviridisLitewithr