initial values for diagonal of factor loadings matrix (Z)

mdscheuerell / gretaDFA

Using the greta package for R to fit Dynamic Factor Models

https://mdscheuerell.github.io/gretaDFA/

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initial values for diagonal of factor loadings matrix (Z) #7

Open mdscheuerell opened 5 years ago

mdscheuerell commented 5 years ago

@goldingn greta only allows one to set an initials() object for variable greta_array's, but the R6 defn we wrote for the special prior distribution of diag(Z) has not yet been incorporated into greta as one of the distribution() classes.

mdscheuerell commented 5 years ago

See this script.