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.
Version: 1.3.4 Depends: R (≥ 3.5.0) Imports: dplyr, ggplot2, loo (≥ 2.7.0), methods, mgcv (≥ 1.8.13), Rcpp (≥ 0.12.0), reshape2, rlang, rstan (≥ 2.26.0), splines, viridisLite LinkingTo: BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.26.0), StanHeaders (≥ 2.26.0) Suggests: testthat, parallel, knitr, rmarkdown Published: 2025-03-22 DOI: 10.32614/CRAN.package.bayesdfa Author: Eric J. Ward [aut, cre], Sean C. Anderson [aut], Luis A. Damiano [aut], Michael J. Malick [aut], Philina A. English [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] Maintainer: Eric J. Ward <eric.ward at noaa.gov> BugReports: https://github.com/fate-ewi/bayesdfa/issues License: GPL (≥ 3) URL: https://fate-ewi.github.io/bayesdfa/ NeedsCompilation: yes SystemRequirements: GNU make Materials: NEWS In views: Bayesian, TimeSeries CRAN checks: bayesdfa resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4