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bayesdfa
View on CRAN: Click
here
Download and install bayesdfa package within the R console
Install from CRAN:
install.packages("bayesdfa")
Install from Github:
library("remotes")
install_github("cran/bayesdfa") Install by package version:
library("remotes")
install_version("bayesdfa", "1.3.4") Attach the package and use:
library("bayesdfa")
Maintained by
Eric J. Ward
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-09-19
Latest Update: 2025-03-22
Description:
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.
How to cite:
Eric J. Ward (2018). bayesdfa: Bayesian Dynamic Factor Analysis (DFA) with 'Stan'. R package version 1.3.4, https://cran.r-project.org/web/packages/bayesdfa. Accessed 07 Mar. 2026.
Previous versions and publish date:
0.1.0 (2018-09-19 12:00), 0.1.1 (2018-11-09 16:30), 0.1.2 (2019-03-05 13:20), 0.1.3 (2019-05-22 15:40), 0.1.5 (2020-09-02 17:50), 0.1.6 (2020-09-21 00:30), 0.1.7 (2021-05-04 19:30), 1.0.0 (2021-05-19 04:00), 1.1.0 (2021-05-28 20:10), 1.2.0 (2021-09-28 15:20), 1.3.1 (2023-10-11 17:10), 1.3.2 (2024-01-12 16:50), 1.3.3 (2024-02-26 21:50)
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Other R packages that bayesdfa depends,
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Complete documentation for bayesdfa
Functions, R codes and Examples using
the bayesdfa R package
Some associated functions: bayesdfa-package . dfa_cv . dfa_fitted . dfa_loadings . dfa_trends . find_dfa_trends . find_inverted_chains . find_regimes . find_swans . fit_dfa . fit_regimes . hmm_init . invert_chains . is_converged . loo . plot_fitted . plot_loadings . plot_regime_model . plot_trends . predicted . rotate_trends . sim_dfa . trend_cor .
Some associated R codes: bayesdfa-package.R . converge_rhat.R . dfa_cv.R . dfa_fitted.R . dfa_loadings.R . dfa_trends.R . find_dfa_trends.R . find_regimes.R . find_swans.R . fit_dfa.R . fit_regimes.R . hmm_init.R . invert_chains.R . loo.R . plot_fitted.R . plot_loadings.R . plot_regime_model.R . plot_trends.R . predicted.R . print.R . rotate_trends.R . sim.R . stanmodels.R . trend_cor.R . Full bayesdfa package functions and examples
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