Factor and autoregressive models for matrix and tensor valued time series. We provide functions for estimation, simulation and prediction. The models are discussed in Li et al (2021) <doi:10.48550/arXiv.2110.00928>, Chen et al (2020) <doi:10.1080/01621459.2021.1912757>, Chen et al (2020) <doi:10.1016/j.jeconom.2020.07.015>, and Xiao et al (2020) <doi:10.48550/arXiv.2006.02611>.
Version: 1.0.2 Imports: tensor, rTensor, expm, methods, stats, MASS, abind, Matrix, pracma, graphics Published: 2024-04-27 DOI: 10.32614/CRAN.package.tensorTS Author: Zebang Li [aut, cre], Ruofan Yu [aut], Rong Chen [aut], Yuefeng Han [aut], Han Xiao [aut], Dan Yang [aut] Maintainer: Zebang Li <zl326 at stat.rutgers.edu> BugReports: https://github.com/ZeBang/tensorTS/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/zebang/tensorTS NeedsCompilation: no Materials: README In views: TimeSeries CRAN checks: tensorTS results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=tensorTS to link to this page.
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