Bayesian Gaussian Copula Factor Analysis

'bfa' package provides model fitting for several Bayesian factor models including Gaussian, ordinal probit, mixed and semiparametric Gaussian copula factor models under a range of priors.

Reference

Jared S. Murray, David B. Dunson, Lawrence Carin, Joseph E. Lucas. Bayesian Gaussian Copula Factor Models for Mixed Data. https://arxiv.org/abs/1111.0317