Package: bayesdfa
Type: Package
Title: Bayesian Dynamic Factor Analysis (DFA) with 'Stan'
Version: 1.3.5
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, rstantools
URL: https://fate-ewi.github.io/bayesdfa/
BugReports: https://github.com/fate-ewi/bayesdfa/issues
RoxygenNote: 7.3.3
VignetteBuilder: knitr
Roxygen: list(markdown = TRUE)
SystemRequirements: GNU make
Biarch: true
Config/pak/sysreqs: make libicu-dev
Repository: https://atsa-es.r-universe.dev
Date/Publication: 2026-05-26 18:04:03 UTC
RemoteUrl: https://github.com/fate-ewi/bayesdfa
RemoteRef: HEAD
RemoteSha: 4687b277464b82e6f4148de4ed91437de00fc45c
NeedsCompilation: yes
Packaged: 2026-05-26 19:10:01 UTC; root
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>