Package: infinitefactor 1.0
Evan Poworoznek
infinitefactor: Bayesian Infinite Factor Models
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.
Authors:
infinitefactor_1.0.tar.gz
infinitefactor_1.0.tar.gz(r-4.5-noble)infinitefactor_1.0.tar.gz(r-4.4-noble)
infinitefactor_1.0.tgz(r-4.4-emscripten)infinitefactor_1.0.tgz(r-4.3-emscripten)
infinitefactor.pdf |infinitefactor.html✨
infinitefactor/json (API)
| # Install 'infinitefactor' in R: |
| install.packages('infinitefactor', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:f33f4f2ff3. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 28 2024 |
| R-4.5-linux-x86_64 | NOTE | Aug 28 2024 |
Exports:ameanaplrdel_mgeta_inteta_lininteractionDLinteractionMGSPjointRotlam_linlinearDLlinearMGSPlmeanmhmsfmsfOUTphi_dlphi_intplm_dlplm_mgplotmatpsi_dlpsi_intpsi_mgrgigrigsig_linssy_intsummattau_dl
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian Infinite Factor Models | infinitefactor-package infinitefactor |
| Average over the third index of an array | amean |
| Factor regression model with interactions using the Dirichlet-Laplace shrinkage prior | interactionDL |
| Factor regression model with interactions using the Multiplicative Gamma Shrinkage Prior | interactionMGSP |
| Resolve rotational ambiguity in samples of factor loadings and factors jointly | jointRot |
| Sample Bayesian linear infinite factor models with the Dirichlet-Laplace prior | linearDL |
| Sample Bayesian linear infinite factor models with the Multiplicative Gamma Shrinkage Prior | linearMGSP |
| Average elements of a list | lmean |
| Resolve label and sign switching in random matrix samples | aplr msf msfOUT |
| Plot a matrix | plotmat |
| Sampler Components | del_mg eta_int eta_lin lam_lin mh phi_dl phi_int plm_dl plm_mg psi_dl psi_int psi_mg rgig rig sig_lin ssy_int tau_dl |
| Summarise a matrix from posterior samples | summat |