bfa is an R package for fitting Bayesian factor models (Gaussian, probit, mixed and semiparametric copula models) under a range of priors for the factor loadings. These include continuous and spike-and-slab shrinkage priors. MCMC is performed in compiled code, so model fitting is typically quite fast.

Install the latest stable version from CRAN (“install.packages(‘bfa’)”) or visit the repository on R-forge here: http://r-forge.r-project.org/projects/bfa/ to follow development .