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DESCRIPTION
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Package: bayesdfa
Type: Package
Title: Bayesian Dynamic Factor Analysis (DFA) with 'Stan'
Version: 1.3.3
Authors@R: c(
person(c("Eric", "J."), "Ward", role = c("aut", "cre"),
email = "[email protected]"),
person(c("Sean", "C."), "Anderson", role = "aut"),
person(c("Luis", "A."), "Damiano", role = "aut"),
person(c("Michael", "J."), "Malick", role="aut"),
person(c("Philina", "A."), "English", role="aut"),
person(c("Mary", "E."), "Hunsicker,", role = "ctb"),
person(c("Mike", "A."), "Litzow", role = "ctb"),
person(c("Mark", "D."), "Scheuerell", role = "ctb"),
person(c("Elizabeth", "E."), "Holmes", role = "ctb"),
person(c("Nick",""), "Tolimieri", role = "ctb"),
person("Trustees of", "Columbia University", role = "cph"))
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.
License: GPL (>=3)
Encoding: UTF-8
Depends:
R (>= 3.5.0)
Imports:
dplyr,
ggplot2,
loo (>= 2.7.0),
methods,
mgcv (>= 1.8.13),
Rcpp (>= 0.12.0),
reshape2,
rstantools (>= 2.1.1),
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
URL: https://fate-ewi.github.io/bayesdfa/
BugReports: https://github.com/fate-ewi/bayesdfa/issues
RoxygenNote: 7.3.2
VignetteBuilder: knitr
Roxygen: list(markdown = TRUE)
SystemRequirements: GNU make
Biarch: true