This function can be used as part of `dynamiteformula()`

to define
a common latent factor component. The latent factor is modeled as a spline
similarly as a time-varying intercept, but instead of having equal effect on
each group, there is an additional loading variable for each group so that
in the linear predictor we have a term \(\lambda_i \psi_t\) for each
group \(i\).

## Usage

```
lfactor(
responses = NULL,
nonzero_lambda = TRUE,
correlated = TRUE,
noncentered_psi = FALSE,
flip_sign = TRUE
)
```

## Arguments

- responses
[

`character()`

]

Names of the responses that the factor should affect. Default is all responses defined with`obs`

except categorical responses, which do not (yet) support the factor component.- nonzero_lambda
[

`logical()`

]

If`TRUE`

(the default), assumes that the mean of factor loadings is nonzero or not. Should be a logical vector matching the length of`responses`

or a single logical value in case`responses`

is`NULL`

. See details.- correlated
[

`logical()`

]

If`TRUE`

(the default), the latent factors are assumed to be correlated between channels.- noncentered_psi
[

`logical(1)`

]

If`TRUE`

, uses a noncentered parametrization for spline coefficients of all the factors. The number of knots is based`splines()`

call. Default is`FALSE`

.- flip_sign
[

`logical(1)`

]

If`TRUE`

(default), try to avoid multimodality due to sign-switching by defining the sign of \(\lambda\) and \(\psi\) based on the mean of \(\omega_1,\ldots, \omega_D\) coefficients. This only affects channels with`nonzero_lambda = FALSE`

. If the true mean of \(\omega\)s is close to zero, this might not help, in which case it is better to set`flip_sign = FALSE`

and post-process the samples in other ways (or use only one chain and/or suitable initial values). This argument is common to all factors.

## See also

Model formula construction
`dynamite()`

,
`dynamiteformula()`

,
`lags()`

,
`random_spec()`

,
`splines()`

## Examples

```
data.table::setDTthreads(1) # For CRAN
# three channel model with common factor affecting for responses x and y
obs(y ~ 1, family = "gaussian") +
obs(x ~ 1, family = "poisson") +
obs(z ~ 1, family = "gaussian") +
lfactor(
responses = c("y", "x"), nonzero_lambda = c(TRUE, FALSE),
correlated = TRUE, noncentered_psi = FALSE
)
#> Family Formula
#> y gaussian y ~ 1
#> x poisson x ~ 1
#> z gaussian z ~ 1
```