Package: bayesdfa
Type: Package
Title: Bayesian Dynamic Factor Analysis (DFA) with 'Stan'
Version: 1.3.4
Authors@R: c(
    person(c("Eric", "J."), "Ward", role = c("aut", "cre"), 
      email = "eric.ward@noaa.gov"),
    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, 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
SystemRequirements: GNU make
Biarch: true
NeedsCompilation: yes
Packaged: 2025-03-22 20:02:49 UTC; ericward
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@noaa.gov>
Repository: CRAN
Date/Publication: 2025-03-22 20:30:21 UTC
Built: R 4.7.0; x86_64-w64-mingw32; 2026-05-27 04:31:39 UTC; windows
Archs: x64
