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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3.4 |
rolling linux/jammy R-4.5 | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
rolling linux/noble R-4.5 | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
rolling source/ R- | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
latest linux/jammy R-4.5 | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
latest linux/noble R-4.5 | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
latest source/ R- | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
2026-04-26 source/ R- | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
2026-04-23 source/ R- | bayesdfa_1.3.4.tar.gz |
731.5 KiB |
1.3.4 |
2025-04-20 source/ R- | bayesdfa_1.3.4.tar.gz |
731.5 KiB |