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, E., J., Anderson, S., C., Damiano, L., A., Hunsicker, M., E., & Litzow, M., 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