Resolves rotational, sign, and label-permutation ambiguity in posterior
draws of a factor model by the three-step MatchAlign procedure of
Poworoznek et al. (2025): varimax rotation per draw, median-condition
pivot selection, greedy L2 signed-permutation matching, and Procrustes
rotation.
Usage
matchalign(Lambda_draws, F_draws)
Arguments
- Lambda_draws
Array of shape [T, N, K] of loading draws.
- F_draws
Array of shape [T, J, K] of factor-score draws.
Value
A list with aligned Lambda and Fmat arrays, a
congruence matrix of per-draw Tucker-phi per factor, and the
pivot index used.
References
Poworoznek, E., Anceschi, N., Ferrari, F., & Dunson, D. (2025).
Efficiently Resolving Rotational Ambiguity in Bayesian Matrix
Sampling with Matching. Bayesian Analysis.