R-bayesdfa

v 1.3.2 Updated: 1 month, 1 week ago

Bayesian Dynamic Factor Analysis (DFA) with Stan

Implements Bayesian dynamic factor analysis with Stan. Dynamic factor analysis is a dimension reduction tool for multivariate time series.

https://fate-ewi.github.io/bayesdfa

To install R-bayesdfa, paste this in macOS terminal after installing MacPorts

sudo port install R-bayesdfa

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