Bayesian Infinite Factor Models

Sampler and post-processing functions for semi-parametric Bayesian infinite factor models, motivated by the Multiplicative Gamma Shrinkage Prior of Bhattacharya and Dunson (2011) <>. Contains component C++ functions for building samplers for linear and 2-way interaction factor models using the multiplicative gamma and Dirichlet-Laplace shrinkage priors. The package also contains post processing functions to return matrices that display rotational ambiguity to identifiability through successive application of orthogonalization procedures and resolution of column label and sign switching. This package was developed with the support of the National Institute of Environmental Health Sciences grant 1R01ES028804-01.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0 by Evan Poworoznek, a year ago

Browse source code at

Authors: Evan Poworoznek

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp

Depends on reshape2, ggplot2, stats, utils

Linking to Rcpp, RcppArmadillo

See at CRAN