bayesFPCA is an R package providing tools for univariate and multivariate functional principal component analysis (FPCA) in the Bayesian setting. It provides efficient variational inference implementations (mean-field and variational message passing).
Then, to install the package in R, run the following command:
if(!require(remotes)) install.packages("remotes")
remotes::install_github("hruffieux/bayesFPCA")The two main functions to perform univariate and multivariate FPCA
inference are run_mfvb_fpca() for the mean-field variational Bayes
implementation and run_vmp_fpca() for the variational message passing
implementation.
The package also provides a number of functions to generate and display functional data as well as the resulting FPCA estimates.
This software uses the GPL v3 license, see LICENSE. Authors and copyright are provided in DESCRIPTION.
To report an issue, please use the bayesFPCA issue tracker at github.com.