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 |