spBFA - Spatial Bayesian Factor Analysis
Implements a spatial Bayesian non-parametric factor
analysis model with inference in a Bayesian setting using
Markov chain Monte Carlo (MCMC). Spatial correlation is
introduced in the columns of the factor loadings matrix using a
Bayesian non-parametric prior, the probit stick-breaking
process. Areal spatial data is modeled using a conditional
autoregressive (CAR) prior and point-referenced spatial data is
treated using a Gaussian process. The response variable can be
modeled as Gaussian, probit, Tobit, or Binomial (using
Polya-Gamma augmentation). Temporal correlation is introduced
for the latent factors through a hierarchical structure and can
be specified as exponential or first-order autoregressive. Full
details of the package can be found in the accompanying
vignette. Furthermore, the details of the package can be found
in "Bayesian Non-Parametric Factor Analysis for Longitudinal
Spatial Surfaces", by Berchuck et al (2019),
<arXiv:1911.04337>. The paper is in press at the journal
Bayesian Analysis.