factor.switching

swMATH33922CRANfactor.switchingMaRDI QIDQ45631

Post-Processing MCMC Outputs of Bayesian Factor Analytic Models

Panagiotis Papastamoulis

Last update: 12 February 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.3, 1.0, 1.1, 1.2, 1.4

Source code repository: https://github.com/cran/factor.switching

Description

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 (2022) <doi:10.1007/s11222-022-10084-4>) 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.

Cites work

• On the identifiability of Bayesian factor analytic models

Related Items (1)

On the identifiability of Bayesian factor analytic models

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