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.
Last updated 8 months ago
2.78 score 1 packages 178 downloadsMEFM - 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.
Last updated 6 months ago
2.00 score 7 scripts 485 downloads