factor.switching
swMATH33922CRANfactor.switchingMaRDI QIDQ45631
Post-Processing MCMC Outputs of Bayesian Factor Analytic Models
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
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.
