Package: tensorTS 1.0.2

Zebang Li

tensorTS: Factor and Autoregressive Models for Tensor Time Series

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>.

Authors:Zebang Li [aut, cre], Ruofan Yu [aut], Rong Chen [aut], Yuefeng Han [aut], Han Xiao [aut], Dan Yang [aut]

tensorTS_1.0.2.tar.gz
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tensorTS_1.0.2.tgz(r-4.5-any)tensorTS_1.0.2.tgz(r-4.4-any)tensorTS_1.0.2.tgz(r-4.3-any)
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tensorTS.pdf |tensorTS.html
tensorTS/json (API)

# Install 'tensorTS' in R:
install.packages('tensorTS', repos = c('https://zebang.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/zebang/tensorts/issues

On CRAN:

Conda:

5.27 score 123 stars 4 scripts 502 downloads 11 exports 8 dependencies

Last updated 30 days agofrom:ccb5e8b07b. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 02 2025
R-4.5-winOKApr 02 2025
R-4.5-macOKApr 02 2025
R-4.5-linuxOKApr 02 2025
R-4.4-winOKApr 02 2025
R-4.4-macOKApr 02 2025
R-4.4-linuxOKApr 02 2025
R-4.3-winOKApr 02 2025
R-4.3-macOKApr 02 2025

Exports:matAR.RR.estmatAR.RR.semplotmplot.acftaxi.sim.ARtaxi.sim.FMtenAR.esttenAR.simtenFM.esttenFM.ranktenFM.sim

Dependencies:abindexpmlatticeMASSMatrixpracmarTensortensor