R-bayesdfa (R/R-bayesdfa) Updated: 7 months, 3 weeks ago Add to my watchlist

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.

Version: 1.3.3 License: GPL-3 GitHub
Maintainers barracuda156
Categories science math R
Homepage https://fate-ewi.github.io/bayesdfa
Platforms darwin
Variants -

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