lfactor {dynamite} | R Documentation |
Define a Common Latent Factor for the Dynamite Model.
Description
This function can be used as part of dynamiteformula()
to define
a common latent factor component. The latent factor is modeled as a spline
similarly as a time-varying intercept, but instead of having equal effect on
each group, there is an additional loading variable for each group so that
in the linear predictor we have a term \lambda_i \psi_t
for each
group i
. In order to keep the full factor loadings \lambda
,
the latent factor \psi
and the full model identifiable, some
restrictions are added to the model. Details will be available in an
upcoming paper. This component should be treated as experimental feature.
Usage
lfactor(
responses = NULL,
nonzero_lambda = TRUE,
correlated = TRUE,
noncentered_psi = FALSE
)
Arguments
responses |
[ |
nonzero_lambda |
[ |
correlated |
[ |
noncentered_psi |
[ |
Value
An object of class latent_factor
.
See Also
Model formula construction
dynamiteformula()
,
dynamite()
,
lags()
,
random_spec()
,
splines()
Examples
data.table::setDTthreads(1) # For CRAN
# three channel model with common factor affecting for responses x and y
obs(y ~ 1, family = "gaussian") +
obs(x ~ 1, family = "poisson") +
obs(z ~ 1, family = "gaussian") +
lfactor(
responses = c("y", "x"), nonzero_lambda = c(TRUE, FALSE),
correlated = TRUE, noncentered_psi = FALSE
)