Check-in version of code uploaded to CRAN

DESCRIPTION

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+Package: bayesefa
+Type: Package
+Title: Bayesian Exploratory Factor
+Version: 0.0.0.4
+Date: 2021-02-05
+Authors@R: c(
+           person("Albert", "Man",
+                   email = "aman3@illinois.edu",
+                   role = c("aut")
+                   ),
+           person("Steven Andrew", "Culpepper", 
+                    email = "sculpepp@illinois.edu",
+                    role = c("aut", "cre"),
+                    comment = c(ORCID = "0000-0003-4226-6176")
+                    )
+          )
+Description: Exploratory Bayesian factor analysis of continuous, mixed-type, and bounded continuous variables using the mode-jumping algorithm of Man and Culpepper (2020) <doi:10.1080/01621459.2020.1773833>.
+License: GPL-3
+Depends: R (>= 3.5.0)
+Imports: Rcpp (>= 1.0.1), psych
+LinkingTo: Rcpp, RcppArmadillo
+Encoding: UTF-8
+LazyData: true
+RoxygenNote: 7.1.1

NAMESPACE

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+# Generated by roxygen2: do not edit by hand
+
+export(EFA_Mode_Jumper)
+export(IFA_Mode_Jumper)
+export(IFA_Mode_Jumper_MixedResponses)
+export(min2LL_ono)
+export(mixedresponse_posterior_prediction)
+export(proposal2)
+importFrom(Rcpp,sourceCpp)
+useDynLib(bayesefa, .registration = TRUE)

R/bayesefa-internal.R

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+# Package documentation
+#' @aliases bayesefa-package
+#' @references
+#' Man, A. & Culpepper, S. A. (2020). A mode-jumping algorithm for Bayesian factor analysis. Journal of the American Statistical Association, doi:10.1080/01621459.2020.1773833.
+#' 
+#'
+"_PACKAGE"
+
+
+# The following block is used by usethis to automatically manage
+# roxygen namespace tags. Modify with care!
+## usethis namespace: start
+#' @useDynLib bayesefa, .registration = TRUE
+#' @importFrom Rcpp sourceCpp
+## usethis namespace: end
+NULL

R/exchangerate-data.R

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+#' International Exchange Rate Dataset
+#'
+#' This dataset was considered by West and Harrison (1997) and 
+#' Lopes and West (2004). The dataset consists of n = 143 monthly 
+#' first-differences of the exchange rates of 6 international 
+#' currencies against the British pound, from Jan 1975 to Dec 1986, 
+#' these currencies are: US dollar (USD), Canadian dollar (CAD), 
+#' Japanese yen (JPY), French franc (FRF), German (deutsche) mark (DEM),
+#' and the Italian lira (ITL).
+#'
+#' @format A 143 by 7 \code{matrix} of exchange rate time-series. The variables include: 
+#' \describe{
+#'  \item{\code{Month_Year}}{Month and year of exchange rate data.}
+#'  \item{\code{USD}}{US dollar}
+#'  \item{\code{CAD}}{Canadian dollar}
+#'  \item{\code{JPY}}{Japanese yen}
+#'  \item{\code{FRF}}{French franc}
+#'  \item{\code{DEM}}{German (deutsche) mark}
+#'  \item{\code{ITL}}{Italian lira}
+#' }
+#' @source 
+#' 
+#' Lopes, H. F., and West, M. (2004). Bayesian model assessment in factor analysis, Statistica Sinica, 14, 41–67.
+#' 
+#' Man, A. & Culpepper, S. A. (2020). A mode-jumping algorithm for Bayesian factor analysis. Journal of the American Statistical Association, doi:10.1080/01621459.2020.1773833.
+#' 
+#' West, M., and Harrison, J. (1997), Bayesian forecasting and dynamic models (2nd ed.), Berlin, Heidelberg: Springer-Verlag.
+#' 
+#' @author Steven Culpepper
+#' 
+"exchangerate"

inst/include/commonEFAfunctions.h

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+#include <RcppArmadillo.h>
+
+#ifndef COMMONEFAFUNCTIONS_H
+#define COMMONEFAFUNCTIONS_H
+
+Rcpp::List proposal2(arma::uvec& new_r_idx,arma::mat& lambda_mean, arma::mat& f_mean);
+
+Rcpp::List mode_jump(const arma::mat& X, arma::mat& lambda_mean, arma::mat& f_mean, 
+                     arma::mat& invClam, const arma::vec sigma, arma::uvec r_idx, double my_gamma);
+
+arma::mat rmvnorm(unsigned int n, const arma::vec& mu, const arma::mat& S);
+
+double sim_gamma_type(double x,double alph,double g,double d);
+
+void update_F_matrix(const arma::mat& Y,const arma::mat& I_K,arma::mat& F,arma::mat& Lambda,
+                     arma::vec& psis_inv);
+
+void update_invClam(const arma::mat& Lambda,arma::mat& invClam);
+
+arma::uvec my_setdiff(arma::uvec& x, const arma::uvec& y);
+
+void update_Lambda_loadings_hard_zero(const arma::mat& Y,arma::uvec& r_idx,arma::mat& F,
+                                      arma::mat& Lambda,arma::vec& psis_inv,
+                                      const arma::mat invClam,double my_gamma);
+
+arma::mat kappa_initialize(const arma::vec& Ms);
+
+#endif