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) <doi:10.1016/j.jeconom.2014.06.008>, an approach to dedicated factor analys
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Last updated · 2024-06-13T20:50:16+00:00