Dynamic ICAR Spatiotemporal Factor Models

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Documentation for package ‘DIFM’ version 1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

DIFM-package	Dynamic ICAR Spatiotemporal Factor Models
buildH	Spatial dependence matrix of the factor loadings
DIFM	Dynamic ICAR Spatiotemporal Factor Models
difm.hyp.parm	Hyperparameters for DIFM
difm.model.attributes	Initialize model attributes for DIFM
DIFMcpp	Run Dynamic ICAR Factors Model (DIFM), with C++ codes
DIFMR	Run Dynamic ICAR Factors Model (DIFM)
marginal.d	Marginal predictive density
marginal_d_cpp	Marginal predictive density
permutation.order	Order of permutation by the largest absolute value in each eigenvector
permutation.scale	Permute the dataset by the largest absolute value in each eigenvector, and scale
plot_B.CI	Credible interval plot of factor loadings
plot_B.spatial	Spatial plots of factor loadings
plot_sigma2.CI	A credible interval plot of posterior of sigma squared
plot_tau.CI	Credible interval plot of factor loadings variance
plot_X.CI	Credible interval plot of common factors
Property	Property crime in United States
Violent	Violent crime data in United States
WestStates	Westen states in United States