Package: bayesdfa
Type: Package
Title: Bayesian Dynamic Factor Analysis (DFA) with 'Stan'
Version: 0.1.6
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("Mary", "E."), "Hunsicker,", role = "ctb"),
    person(c("Mike", "A."), "Litzow", 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, autoregressive and 
    moving average components can be optionally included. Third, the estimated
    dynamic factors can be analyzed with hidden Markov models to evaluate
    support for latent regimes.
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.4.0), Rcpp (>= 0.12.18), methods
Imports: rstan (>= 2.18.2), rstantools (>= 1.5.1), ggplot2, loo (>=
        2.0.0), dplyr (>= 0.8.0), reshape2, rlang (>= 0.3.1)
LinkingTo: StanHeaders (>= 2.18.1), rstan (>= 2.18.2), BH (>= 1.66.0),
        Rcpp (>= 0.12.8), RcppEigen (>= 0.3.3.3.0)
Suggests: testthat, parallel, knitr, rmarkdown
URL: https://github.com/fate-ewi/bayesdfa
BugReports: https://github.com/fate-ewi/bayesdfa/issues
RoxygenNote: 7.1.1.9000
VignetteBuilder: knitr
SystemRequirements: GNU make
NeedsCompilation: yes
Packaged: 2020-09-15 15:47:07 UTC; eric.ward
Author: Eric J. Ward [aut, cre],
  Sean C. Anderson [aut],
  Luis A. Damiano [aut],
  Mary E. Hunsicker, [ctb],
  Mike A. Litzow [ctb],
  Trustees of Columbia University [cph]
Maintainer: Eric J. Ward <eric.ward@noaa.gov>
Repository: CRAN
Date/Publication: 2020-09-20 22:30:02 UTC
