Bayesian Dynamic Factor Analysis (DFA) with 'Stan'

bayesdfa-package | The 'bayesdfa' package. |

dfa_cv | Apply cross validation to DFA model |

dfa_fitted | Get the fitted values from a DFA as a data frame |

dfa_loadings | Get the loadings from a DFA as a data frame |

dfa_trends | Get the trends from a DFA as a data frame |

find_dfa_trends | Find the best number of trends according to LOOIC |

find_inverted_chains | Find which chains to invert |

find_regimes | Fit multiple models with differing numbers of regimes to... |

find_swans | Find outlying "black swan" jumps in trends |

fit_dfa | Fit a Bayesian DFA |

fit_regimes | Fit models with differing numbers of regimes to trend data |

hmm_init | Create initial values for the HMM model. |

invert_chains | Invert chains |

is_converged | Summarize Rhat convergence statistics across parameters |

loo | LOO information criteria |

plot_fitted | Plot the fitted values from a DFA |

plot_loadings | Plot the loadings from a DFA |

plot_regime_model | Plot the state probabilities from 'find_regimes()' |

plot_trends | Plot the trends from a DFA |

predicted | Calculate predicted value from DFA object |

rotate_trends | Rotate the trends from a DFA |

sim_dfa | Simulate from a DFA |

trend_cor | Estimate the correlation between a DFA trend and some other... |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.