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Post-process BMSFA output

Source: R/bmsfa.R
postprocess_bmsfa.Rd

OP on Phi and each Lambda_s, form SigmaPhi, SigmaLambdaList, estimate Psi_s by averaging fit$psi[[s]] over iterations, and build marginal covariance as SigmaPhi + SigmaLambda_s + diag(Psi_s).

Usage

postprocess_bmsfa(fit)

Arguments

fit

A bifa_fit from fit_bmsfa() or a raw MSFA::sp_msfa() fit.

Value

A list with Phi, SigmaPhi, LambdaList, SigmaLambdaList, PsiList, SigmaMarginal.