Package: bayesdfa 1.3.3

Eric J. Ward

bayesdfa: Bayesian Dynamic Factor Analysis (DFA) with 'Stan'

Implements Bayesian dynamic factor analysis with 'Stan'. Dynamic factor analysis is a dimension reduction tool for multivariate time series. 'bayesdfa' extends conventional dynamic factor models in several ways. First, extreme events may be estimated in the latent trend by modeling process error with a student-t distribution. Second, alternative constraints (including proportions are allowed). Third, the estimated dynamic factors can be analyzed with hidden Markov models to evaluate support for latent regimes.

Authors:Eric J. Ward [aut, cre], Sean C. Anderson [aut], Luis A. Damiano [aut], Michael J. Malick [aut], Mary E. Hunsicker, [ctb], Mike A. Litzow [ctb], Mark D. Scheuerell [ctb], Elizabeth E. Holmes [ctb], Nick Tolimieri [ctb], Trustees of Columbia University [cph]

bayesdfa_1.3.3.tar.gz
bayesdfa_1.3.3.zip(r-4.5)bayesdfa_1.3.3.zip(r-4.4)bayesdfa_1.3.3.zip(r-4.3)
bayesdfa_1.3.3.tgz(r-4.4-x86_64)bayesdfa_1.3.3.tgz(r-4.4-arm64)bayesdfa_1.3.3.tgz(r-4.3-x86_64)bayesdfa_1.3.3.tgz(r-4.3-arm64)
bayesdfa_1.3.3.tar.gz(r-4.5-noble)bayesdfa_1.3.3.tar.gz(r-4.4-noble)
bayesdfa.pdf |bayesdfa.html✨
bayesdfa/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/fate-ewi/bayesdfa/issues

On CRAN:

21 exports 28 stars 2.81 score 59 dependencies 95 scripts 1.5k downloads

Last updated 7 months agofrom:6c7e03634c. Checks:OK: 1 NOTE: 8. Indexed: yes.

Exports:dfa_cvdfa_fitteddfa_loadingsdfa_trendsfind_dfa_trendsfind_inverted_chainsfind_regimesfind_swansfit_dfafit_regimesinvert_chainsis_convergedlooplot_fittedplot_loadingsplot_regime_modelplot_trendspredictedrotate_trendssim_dfatrend_cor

Dependencies:abindbackportsBHcallrcheckmateclicolorspacedescdistributionaldplyrfansifarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgbuildpkgconfigplyrposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelreshape2rlangrstanrstantoolsscalesStanHeadersstringistringrtensorAtibbletidyselectutf8vctrsviridisLitewithr