bayesdfa-package |
The 'bayesdfa' package. |

bayesdfa |
The 'bayesdfa' package. |

dfa_cv |
Apply cross validation to DFA model |

dfa_fitted |
Get the fitted values from a DFA as a data frame |

dfa_loadings |
Get the loadings from a DFA as a data frame |

dfa_trends |
Get the trends from a DFA as a data frame |

find_dfa_trends |
Find the best number of trends according to LOOIC |

find_inverted_chains |
Find which chains to invert |

find_regimes |
Fit multiple models with differing numbers of regimes to trend data |

find_swans |
Find outlying "black swan" jumps in trends |

fit_dfa |
Fit a Bayesian DFA |

fit_regimes |
Fit models with differing numbers of regimes to trend data |

hmm_init |
Create initial values for the HMM model. |

invert_chains |
Invert chains |

is_converged |
Summarize Rhat convergence statistics across parameters |

loo |
LOO information criteria |

loo.bayesdfa |
LOO information criteria |

plot_fitted |
Plot the fitted values from a DFA |

plot_loadings |
Plot the loadings from a DFA |

plot_regime_model |
Plot the state probabilities from 'find_regimes()' |

plot_trends |
Plot the trends from a DFA |

predicted |
Calculate predicted value from DFA object |

rotate_trends |
Rotate the trends from a DFA |

sim_dfa |
Simulate from a DFA |

trend_cor |
Estimate the correlation between a DFA trend and some other timeseries |