R-universe - zerokgkg1368 (ZeroKGKG1368)

tensorMiss - Handle Missing Tensor Data with C++ Integration

To handle higher-order tensor data. See Kolda and Bader (2009) <doi:10.1137/07070111X> for details on tensor. While existing packages on tensor data extend the base 'array' class to some data classes, this package serves as an alternative resort to handle tensor only as 'array' class. Some functionalities related to missingness are also supported.

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cpp

2.78 score 2 dependents 242 downloads

MEFM - Perform MEFM Estimation on Matrix Time Series

To perform main effect matrix factor model (MEFM) estimation for a given matrix time series as described in Lam and Cen (2024) <doi:10.48550/arXiv.2406.00128>. Estimation of traditional matrix factor models is also supported. Supplementary functions for testing MEFM over factor models are included.

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2.48 score 1 dependents 8 scripts 615 downloads

KOFM - Test the Kronecker Product Structure in Tensor Factor Models

To test if a tensor time series following a Tucker-decomposition factor model has a Kronecker product structure. Supplementary functions for tensor reshape and its reversal are also included.

Last updated

2.00 score 122 downloads