Fit CAVI with automatic factor selection (2-step)

Convenience wrapper that (i) fits an initial CAVI model, (ii) selects factor counts from covariance components, and (iii) refits with the selected counts.

Usage

fit_cavi_2step(Y_list, post_fit0 = NULL, k = NULL, j_s = NULL, cutoff = 0.05, ...)

Arguments

Y_list

List of S study matrices (each n_s x P).

post_fit0

Optional post-processed initial fit (from postprocess_cavi()). If provided, the initial fit stage is skipped.

k

Initial number of common factors (required if post_fit0 is NULL).

j_s

Initial study-specific factor counts (required if post_fit0 is NULL).

cutoff

Eigen-proportion cutoff passed to select_k_from_sigma().

...

Passed to fit_cavi() for both stages.

Value

Post-processed output of the refit (same structure as postprocess_cavi()).