NOAA Fisheries Integrated Toolbox
Tool: Bayesian Dynamic Factor Analysis with Stan (bayesdfa)
Authors
Eric Ward
Description
bayesdfa implements Bayesian Dynamic Factor Analysis (DFA) with Stan.
Citation
Ward, Eric,J., Anderson, Sean,C., Damiano, Luis,A., Hunsicker, Mary,E., & Litzow, Michael,A. (2019). Modeling regimes with extremes: the bayesdfa package for identifying and forecasting common trends and anomalies in multivariate time-series data. The R Journal, 11(2), 46. https://doi.org/10.32614/rj-2019-007
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Keywords
- Bayesian Modeling
- Time Series
- R Package