Bayesian Inference for Factor Modeling

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) , 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.


Changes in version 0.1.2

  • Patched "" file to solve compilation problems on some platforms.
  • Fortran native routines now registered and symbol search disabled.
  • README file added to provide information about installation requirements.
  • Added empty "" file for Windows users.

Changes in version 0.1.1

  • Added simul.R.prior() and simul.nfac.prior() functions to simulate the prior distributions of the number of latent factors, and of the correlation matrix of the factors.
  • Improved plot() generic function for "befa" object to show more posterior results, such as heatmaps for indicator posterior probabilities, factor loadings and correlation matrix of the latent factors.
  • Now using ggplot2 package for nice-looking graphs.
  • Added "configure" script to address cross-compilation problems.
  • Minor improvements to documentation.

Changes in version 0.1.0

  • Fixed dependencies in Fortran code (Makevars file) and added gfortran as system requirement in DESCRIPTION file to solve cross-compilation problems.
  • Added print(), summary() and plot() functions to "befa" object.
  • Removed HPPmodel(), as highest posterior probability models can now be summarized with generic function summary().
  • Renamed two arguments passed to befa() function for consistency (loading.start -> alpha.start, idiovar.start -> sigma.start).
  • Removed deprecated cleanup file.
  • Added NEWS file.

Changes in version 0.0.2

  • First version released on CRAN.

Reference manual

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0.1.5 by Rémi Piatek, 8 days ago

Browse source code at

Authors: Rémi Piatek [aut, cre]

Documentation:   PDF Manual  

Task views:

GPL-3 license

Imports checkmate, coda, ggplot2, gridExtra, plyr

System requirements: gfortran (>= 4.6.3)

Suggested by parameters.

See at CRAN