bayesdfa

1.3.4

Bayesian Dynamic Factor Analysis (DFA) with 'Stan'

0packages depend

13.9Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Eric J. WardFirst published 2018-09-1914 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("bayesdfa")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

pak::pak("fate-ewi/bayesdfa")

Development version from fate-ewi/bayesdfa. Requires the pak package.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-bayesdfa

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-bayesdfa

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-bayesdfa

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

Yes

Tests · ratio 0.11

not tracked

Coverage

100%

Documentation · exports

Yes

Vignettes

README

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-05-03
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-26
11 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 3 earlier snapshots

NOTE2026-04-22
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

13.9K

CRAN downloads in the past year

Rank #3,722 · ~38/day · ~1.2K/mo

Releases R versions

bayesdfa

Daily download trend is not available in this view yet.

Compare downloads with other packages →

1K30 days

3K90 days

13.9K1 year

Also on447 r2u33 autocran43 c2d4u

Source & community

GitHub ↗

Repository stars, issues, and contributor activity are not tracked yet.

Dependencies

Declared dependencies

17 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (11)

dplyr ggplot2 loo methods basemgcv baseRcpp reshape2 rlang rstan splines baseviridisLite

LinkingTo (6)

BH Rcpp RcppEigen RcppParallel rstan StanHeaders (>= 2.26.0)

Suggests (4)

testthat parallel baseknitr rmarkdown

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Code Composition

C 8,321 (62%)R 2,622 (20%)Vignettes 1,167 (9%)Rd 1,144 (9%)C++ 159 (1%)

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

35 20 exported

Complexity

7.2 avg / 78 max

Call network

35 nodes / 17 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (11)

Maintainer (1)

Eric J. Ward

Author, Maintainer

Authors (4)

Author

Author

Author

Author

Contributors (5)

Contributor

Contributor

Contributor

Contributor

Contributor

Trustees of Columbia University

Release timeline

14 releases. Pick two to compare their code metrics; R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.3.4Latest
2025-03-22 · current release
R
R 4.4.0 released · 2024-04-24
1.3.3
2024-02-26 · diff ↗
1.3.2
2024-01-12 · diff ↗
1.3.1
2023-10-11 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.2.0
2021-09-28 · diff ↗
1.1.0
2021-05-28 · diff ↗
1.0.0
2021-05-19 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.1.7
2021-05-04 · diff ↗
0.1.6
2020-09-21 · diff ↗
0.1.5
2020-09-02 · diff ↗

Show 6 earlier events

R
R 4.0.0 released · 2020-04-24
0.1.3
2019-05-22 · diff ↗
R
R 3.6.0 released · 2019-04-26
0.1.2
2019-03-05 · diff ↗
0.1.1
2018-11-09 · diff ↗
0.1.0
2018-09-19

Package metadata

First published: 2018-09-19
Total releases: 14 / 8 yrs
License: GPL (>= 3) OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet