bayesdfa implements Bayesian Dynamic Factor Analysis (DFA) with Stan.
You can install the development version of the package with:
# install.packages("devtools") devtools::install_github("fate-ewi/bayesdfa")
The 'bayesdfa' package was funded by a NOAA Fisheries and the Environment (FATE) grant on early warning indicators, led by Mary Hunsicker and Mike Litzow.
The 'bayesdfa' models were presented to the PFMC's SSC in November 2017 and have been included in the 2018 California Current Integrated Ecosystem Report, https://www.integratedecosystemassessment.noaa.gov/Assets/iea/california/Report/pdf/CCIEA-status-report-2018.pdf