Sufficient statistics factor analysis multivariate normal log-probability density function

Sufficient statistics factor analysis multivariate normal log-probability density function

Usage

sufficient_multi_normal_fa_lpdf(S_mat, N, y_bar, mu, psi, Lambda)

Arguments

S_mat

Deviation sum of squares matrix.

N

Sample size.

y_bar

Sample mean vector.

mu

Mean parameter vector.

psi

Vector of unique variances (P).

Lambda

Factor loading matrix (P x K).

Value

The exact log-likelihood of the N raw observations.