| bcfa {blavaan} | R Documentation | 
Fit Confirmatory Factor Analysis Models
Description
Fit a Confirmatory Factor Analysis (CFA) model.
Usage
bcfa(..., cp = "srs",
     dp = NULL, n.chains = 3, burnin, sample,
     adapt, mcmcfile = FALSE, mcmcextra = list(), inits = "simple",
     convergence = "manual", target = "stan", save.lvs = FALSE,
     wiggle = NULL, wiggle.sd = 0.1, prisamp = FALSE, jags.ic = FALSE,
     seed = NULL, bcontrol = list())
Arguments
... | 
 Default lavaan arguments.  See   | 
cp | 
 Handling of prior distributions on covariance parameters:
possible values are   | 
dp | 
 Default prior distributions on different types of
parameters, typically the result of a call to   | 
n.chains | 
 Number of desired MCMC chains.  | 
burnin | 
 Number of burnin/warmup iterations (not including the adaptive iterations, for target="jags"). Defaults to 4000 or target="jags" and 500 for Stan targets.  | 
sample | 
 The total number of samples to take after burnin. Defaults to 10000 for target="jags" and 1000 for Stan targets.  | 
adapt | 
 For target="jags", the number of adaptive iterations to use at the start of sampling. Defaults to 1000.  | 
mcmcfile | 
 If   | 
mcmcextra | 
 A list with potential names   | 
inits | 
 If it is a character string, the options are currently
  | 
convergence | 
 Useful only for   | 
target | 
 Desired MCMC sampling, with   | 
save.lvs | 
 Should sampled latent variables (factor scores) be saved? Logical; defaults to FALSE  | 
wiggle | 
 Labels of equality-constrained parameters that should be "approximately" equal. Can also be "intercepts", "loadings", "regressions", "means".  | 
wiggle.sd | 
 The prior sd (of normal distribution) to be used in approximate equality constraints. Can be one value, or (for target="stan") a numeric vector of values that is the same length as wiggle.  | 
prisamp | 
 Should samples be drawn from the prior, instead of the
posterior (  | 
jags.ic | 
 Should DIC be computed the JAGS way, in addition to the BUGS way? Logical; defaults to FALSE  | 
seed | 
 A vector of length   | 
bcontrol | 
 A list containing additional parameters passed to
  | 
Details
The bcfa function is a wrapper for the more general
blavaan function, using the following default
lavaan arguments:
int.ov.free = TRUE, int.lv.free = FALSE,
auto.fix.first = TRUE (unless std.lv = TRUE),
auto.fix.single = TRUE, auto.var = TRUE,
auto.cov.lv.x = TRUE,
auto.th = TRUE, auto.delta = TRUE,
and auto.cov.y = TRUE.
Value
An object of class lavaan, for which several methods
are available, including a summary method.
References
Edgar C. Merkle, Ellen Fitzsimmons, James Uanhoro, & Ben Goodrich (2021). Efficient Bayesian Structural Equation Modeling in Stan. Journal of Statistical Software, 100(6), 1-22. URL http://www.jstatsoft.org/v100/i06/.
Edgar C. Merkle & Yves Rosseel (2018). blavaan: Bayesian Structural Equation Models via Parameter Expansion. Journal of Statistical Software, 85(4), 1-30. URL http://www.jstatsoft.org/v85/i04/.
Yves Rosseel (2012). lavaan: An R Package for Structural Equation Modeling. Journal of Statistical Software, 48(2), 1-36. URL http://www.jstatsoft.org/v48/i02/.
See Also
Examples
data(HolzingerSwineford1939, package = "lavaan")
# The Holzinger and Swineford (1939) example
HS.model <- ' visual  =~ x1 + x2 + x3
              textual =~ x4 + x5 + x6
              speed   =~ x7 + x8 + x9 '
## Not run: 
fit <- bcfa(HS.model, data = HolzingerSwineford1939)
summary(fit)
## End(Not run)
# A short run for rough results
fit <- bcfa(HS.model, data = HolzingerSwineford1939, burnin = 100, sample = 100,
            n.chains = 2)
summary(fit)