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infinitefactor: 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) <https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3419391/>. 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.

Version: 1.0
Depends: reshape2, ggplot2, stats, utils
Imports: Rcpp (≥ 1.0.2)
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-04-03
DOI: 10.32614/CRAN.package.infinitefactor
Author: Evan Poworoznek
Maintainer: Evan Poworoznek <infinitefactorpackage at gmail.com>
License: GPL-2
NeedsCompilation: yes
Materials: README
CRAN checks: infinitefactor results

Documentation:

Reference manual: infinitefactor.pdf

Downloads:

Package source: infinitefactor_1.0.tar.gz
Windows binaries: r-devel: infinitefactor_1.0.zip, r-release: infinitefactor_1.0.zip, r-oldrel: infinitefactor_1.0.zip
macOS binaries: r-release (arm64): infinitefactor_1.0.tgz, r-oldrel (arm64): infinitefactor_1.0.tgz, r-release (x86_64): infinitefactor_1.0.tgz, r-oldrel (x86_64): infinitefactor_1.0.tgz

Reverse dependencies:

Reverse suggests: mpower

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.