Bayesian Infinite Factor Models


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Documentation for package ‘infinitefactor’ version 1.0

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infinitefactor-package Bayesian Infinite Factor Models
amean Average over the third index of an array
aplr Resolve label and sign switching in random matrix samples
del_mg Sampler Components
eta_int Sampler Components
eta_lin Sampler Components
infinitefactor Bayesian Infinite Factor Models
interactionDL Factor regression model with interactions using the Dirichlet-Laplace shrinkage prior
interactionMGSP Factor regression model with interactions using the Multiplicative Gamma Shrinkage Prior
jointRot Resolve rotational ambiguity in samples of factor loadings and factors jointly
lam_lin Sampler Components
linearDL Sample Bayesian linear infinite factor models with the Dirichlet-Laplace prior
linearMGSP Sample Bayesian linear infinite factor models with the Multiplicative Gamma Shrinkage Prior
lmean Average elements of a list
mh Sampler Components
msf Resolve label and sign switching in random matrix samples
msfOUT Resolve label and sign switching in random matrix samples
phi_dl Sampler Components
phi_int Sampler Components
plm_dl Sampler Components
plm_mg Sampler Components
plotmat Plot a matrix
psi_dl Sampler Components
psi_int Sampler Components
psi_mg Sampler Components
rgig Sampler Components
rig Sampler Components
sig_lin Sampler Components
ssy_int Sampler Components
summat Summarise a matrix from posterior samples
tau_dl Sampler Components