Bayesian Dynamic Factor Analysis (DFA) with 'Stan' R package bayesdfa version 1.3.4 CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian) CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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. Software Depends: R (>= 3.5.0) Imports: dplyr, ggplot2, loo (>= 2.7.0), methods, mgcv (>= 1.8.13), Rcpp (>= 0.12.0), reshape2, rlang, rstan (>= 2.26.0), splines, viridisLite LinkingTo: BH (>= 1.66.0), Rcpp (>= 0.12.0), RcppEigen (>= 0.3.3.3.0), RcppParallel (>= 5.0.1), rstan (>= 2.26.0), StanHeaders (>= 2.26.0) Suggests: testthat, parallel, knitr, rmarkdown Eric J. Ward <eric.ward@noaa.gov> Comprehensive R Archive Network (CRAN) Eric J. Ward [aut, cre], Sean C. Anderson [aut], Luis A. Damiano [aut], Michael J. Malick [aut], Philina A. English [aut], Mary E. Hunsicker, [ctb], Mike A. Litzow [ctb], Mark D. Scheuerell [ctb], Elizabeth E. Holmes [ctb], Nick Tolimieri [ctb], Trustees of Columbia University [cph] GPL (>= 3) 2025-03-22 application/tgz https://CRAN.R-project.org/package=bayesdfa doi:10.32614/CRAN.package.bayesdfa