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BayesFM

Bayesian Inference for Factor Modeling

v0.1.7 · Jun 13, 2024 · GPL-3

Description

Collection of procedures to perform Bayesian analysis on a variety of factor models. Currently, it includes: "Bayesian Exploratory Factor Analysis" (befa) from G. Conti, S. Frühwirth-Schnatter, J.J. Heckman, R. Piatek (2014) <doi:10.1016/j.jeconom.2014.06.008>, an approach to dedicated factor analysis with stochastic search on the structure of the factor loading matrix. The number of latent factors, as well as the allocation of the manifest variables to the factors, are not fixed a priori but determined during MCMC sampling.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

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Dependency Network

Dependencies Reverse dependencies checkmate coda ggplot2 gridExtra plyr parameters BayesFM

Version History

new 0.1.7 Mar 10, 2026
updated 0.1.7 ← 0.1.5 diff Jun 12, 2024
updated 0.1.5 ← 0.1.4 diff Nov 18, 2021
updated 0.1.4 ← 0.1.3 diff Oct 19, 2020
updated 0.1.3 ← 0.1.2 diff Dec 4, 2019
updated 0.1.2 ← 0.1.1 diff Feb 19, 2017
updated 0.1.1 ← 0.1.0 diff Feb 5, 2017
updated 0.1.0 ← 0.0.2 diff Dec 18, 2016
new 0.0.2 Nov 2, 2016