BayesFM: Bayesian Inference for Factor Modeling

Installation

This package can be installed in R using:

install.packages("BayesFM")

Alternatively, it can be installed directly from Github:

# install.packages("devtools")
devtools::install_github("piatek/BayesFM")

Notes:

• This package requires a Fortran compiler and a C compiler.
• GNU Fortran version 4.6.3 or later is recommended.
• F95 and earlier versions of GNU Fortran may not work because of unsupported Fortran 2003 features used in this package.

Windows users:

• It is recommended to install Rtools to compile this package from source, see R for Windows FAQ.