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infinitefactor  

Bayesian Infinite Factor Models
View on CRAN: Click here


Download and install infinitefactor package within the R console
Install from CRAN:
install.packages("infinitefactor")

Install from Github:
library("remotes")
install_github("cran/infinitefactor")

Install by package version:
library("remotes")
install_version("infinitefactor", "1.0")



Attach the package and use:
library("infinitefactor")
Maintained by
Evan Poworoznek
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-04-03
Latest Update: 2020-04-03
Description:
Sampler and post-processing functions for semi-parametric Bayesian infinite factor models, motivated by the Multiplicative Gamma Shrinkage Prior of Bhattacharya and Dunson (2011) . 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.
How to cite:
Evan Poworoznek (2020). infinitefactor: Bayesian Infinite Factor Models. R package version 1.0, https://cran.r-project.org/web/packages/infinitefactor
Previous versions and publish date:
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Functions, R codes and Examples using the infinitefactor R package
Some associated functions: Sampler_components . amean . infinitefactor-package . interactionDL . interactionMGSP . jointRot . linearDL . linearMGSP . lmean . msf . plotmat . summat . 
Some associated R codes: RcppExports.R . amean.R . interactionDL.R . interactionMGSP.R . jointRot.R . linearDL.R . linearMGSP.R . lmean.R . plotmat.R . summat.R .  Full infinitefactor package functions and examples
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