Package: DIFM 1.0

Hwasoo Shin

DIFM: Dynamic ICAR Spatiotemporal Factor Models

Bayesian factor models are effective tools for dimension reduction. This is especially applicable to multivariate large-scale datasets. It allows researchers to understand the latent factors of the data which are the linear or non-linear combination of the variables. Dynamic Intrinsic Conditional Autocorrelative Priors (ICAR) Spatiotemporal Factor Models 'DIFM' package provides function to run Markov Chain Monte Carlo (MCMC), evaluation methods and visual plots from Shin and Ferreira (2023)<doi:10.1016/j.spasta.2023.100763>. Our method is a class of Bayesian factor model which can account for spatial and temporal correlations. By incorporating these correlations, the model can capture specific behaviors and provide predictions.

Authors:Hwasoo Shin [aut, cre], Marco Ferreira [aut]

DIFM_1.0.tar.gz
DIFM_1.0.tar.gz(r-4.5-noble)DIFM_1.0.tar.gz(r-4.4-noble)
DIFM_1.0.tgz(r-4.4-emscripten)DIFM_1.0.tgz(r-4.3-emscripten)
DIFM.pdf |DIFM.html
DIFM/json (API)

# Install 'DIFM' in R:
install.packages('DIFM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • Property - Property crime in United States
  • Violent - Violent crime data in United States
  • WestStates - Westen states in United States

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascppopenmp

2.00 score 154 downloads 14 exports 28 dependencies

Last updated 8 months agofrom:3a6353b057. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 09 2024
R-4.5-linux-x86_64OKDec 09 2024

Exports:buildHdifm.hyp.parmdifm.model.attributesDIFMcppDIFMRmarginal_d_cppmarginal.dpermutation.orderpermutation.scaleplot_B.CIplot_B.spatialplot_sigma2.CIplot_tau.CIplot_X.CI

Dependencies:bootclassclassIntcliDBIdeldire1071gluegridExtragtableKernSmoothLaplacesDemonlatticelifecyclemagrittrMASSMatrixproxyRcppRcppArmadillorlangs2sfspspDataspdepunitswk

DIFM:Dynamic ICAR Spatiotemporal Factor Models

Rendered fromDIFMvignette.Rmdusingknitr::rmarkdownon Dec 09 2024.

Last update: 2024-04-13
Started: 2024-04-13