Bayesian Factor Modelling via Generalized Lower Triangular Priors


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Documentation for package ‘glt’ version 1.0

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glt-package gltfactor: Bayesian Factor Models with GLT Process Priors
facmatrix Construct a "facmatrix" object
get_pivots Extract pivot row indices from a Delta matrix
get_variance Posterior draws of variance decomposition
glt gltfactor: Bayesian Factor Models with GLT Process Priors
gltfa Fit a Bayesian factor model with GLT process prior
gltfa_star Fit a STAR-extended GLT factor model for discrete/mixed-scale data
plot.facmatrix Plot a "facmatrix" object
plot_real_matrix Plot a real-valued matrix as a colour image
print.summary.gltfit Print a "summary.gltfit" object
summary.gltfit Summarize a "gltfit" object