Post-Processing MCMC Outputs of Bayesian Factor Analytic Models

A well known identifiability issue in factor analytic models is the invariance with respect to orthogonal transformations. This problem burdens the inference under a Bayesian setup, where Markov chain Monte Carlo (MCMC) methods are used to generate samples from the posterior distribution. The package applies a series of rotation, sign and permutation transformations (Papastamoulis and Ntzoufras (2020) ) into raw MCMC samples of factor loadings, which are provided by the user. The post-processed output is identifiable and can be used for MCMC inference on any parametric function of factor loadings. Comparison of multiple MCMC chains is also possible.


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install.packages("factor.switching")

1.1 by Panagiotis Papastamoulis, a year ago


Browse source code at https://github.com/cran/factor.switching


Authors: Panagiotis Papastamoulis [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Imports coda, HDInterval, lpSolve


See at CRAN