Data Representation: Bayesian Approach That's Sparse.

DrBats

Feed longitudinal data into a Bayesian Latent Factor Model to obtain a low-rank representation. Parameters are estimated using a Hamiltonian Monte Carlo algorithm with STAN. See G. Weinrott, B. Fontez, N. Hilgert and S. Holmes, "Bayesian Latent Factor Model for Functional Data Analysis", Actes des JdS 2016.

Installation

To install the DrBats package, the easiest is to install it directly from Gitlab. Open an R session and run the following commands:

library(remotes) 
XXXX

Usage

Once the package is installed on your computer, it can be loaded into a R session:

library(DrBats)
help(package="DrBats")

Citation

As a lot of time and effort were spent in creating the DrBats method, please cite it when using it for data analysis:

G. Weinrott, B. Fontez, N. Hilgert and S. Holmes, Bayesian Latent Factor Model for Functional Data Analysis", Actes des JdS 2016.

You should also cite the DrBats package:

citation("DrBats")

See also citation() for citing R itself.