| Name : R-bayesdfa
| |
| Version : 1.3.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.1.1
| Date : 2024-09-17 22:19:10
|
| Group : Development/Libraries/Other
| Source RPM : R-bayesdfa-1.3.3-lp155.1.1.src.rpm
|
| Size : 6.66 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
