Implements the post-processing in the nutrition case study: apply orthogonal Procrustes (OP) to posterior loadings, form SigmaPhi = Phi Phi^T, estimate marginal covariance by averaging Sigma draws, and estimate Psi by averaging Sigma - Lambda Lambda^T over MCMC iterations.
Arguments
- fit
A
bifa_fitobject fromfit_stack_fa()or a rawMSFA::sp_fa()fit.- S
Number of studies (used only to replicate marginal covariance into a list).