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 11 months ago
cpp
3.08 score 2 dependents 234 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 9 months ago
2.48 score 1 dependents 7 scripts 603 downloadsKOFM - 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 1 months ago
2.00 score 216 downloads