bayesdfa
Bayesian Dynamic Factor Analysis (DFA) with 'Stan'
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, alternative constraints (including proportions are allowed). Third, the estimated dynamic factors can be analyzed with hidden Markov models to evaluate support for latent regimes.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (17 non-OK)
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for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 147.5Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 146.0Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 151.9Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 150.3Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 6.7Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 5.2Mb
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 147.5Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 146.0Mb
installed package size
installed size is 151.9Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 150.3Mb
installed package size
installed size is 6.7Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 5.2Mb