Bayesian Dynamic Factor Analysis (DFA) with 'Stan'
Overview
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.
- Update Stan linking
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-29
- ERROR12 OK, 1 ERROR2026-07-27
- OK13 OK2026-06-09
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- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-05-03
- ERROR11 OK, 1 ERROR2026-04-26
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-04-22
- ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 23includes a package overview page
- Examples that run
- 63%12 run in a plain check · 5 only when donttest examples are enabled (R CMD check --as-cran) · 2 never run
- Exported functions with examples
- 90%
- Documented parameters
- 97%
- Return-value docs
- 29%
- Help pages citing references
- 9%
- Combining data with bayesdfa HTML
- Estimating process trend variability with bayesdfa HTML
- Examples of fitting DFA models with lots of data HTML
- Examples of fitting smooth trend DFA models HTML
- Examples of including covariates with bayesdfa HTML
- Fitting compositional dynamic factor models with bayesdfa HTML
- Overview of the bayesdfa package HTML
Downloads
Repository
- PRs merged (all time)
- 73%
- Median days to close, 50 most recently updated closed issues
- 8
- Median days to close, 50 most recently updated closed PRs
- 25
Stars over time
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9 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/fate-ewi/bayesdfa on 2026-10-22.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-05-26 · The repository has a site deploy workflow
Dependencies
Code & Tests
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.3.4Latest
- RR 4.4.0 released · 2024-04-24
- 1.3.32024-02-26 · diff ↗
- 1.3.22024-01-12 · diff ↗
- 1.3.12023-10-11 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.2.02021-09-28 · diff ↗
- 1.1.02021-05-28 · diff ↗
- 1.0.02021-05-19 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.1.7
- 0.1.62020-09-21 · diff ↗
- 0.1.52020-09-02 · diff ↗
Package metadata
- First published
- 2018-09-19
- Total releases
- 14 / 8 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 735 KB
Cite
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