tensorTS

Factor and Autoregressive Models for Tensor Time Series

The R package tensorTS includes methods in our recent papers, including Factor and Autoregressive Models for High-Dimensional tensor Time Series. To have more details please see the manual file for the full documentation.

Installation

You can install the released version of tensorTS from CRAN with:

install.packages("tensorTS")

And the development version from GitHub with:

# install.packages("devtools")
# devtools::install_github("ZeBang/tensorTS")
install.packages("tensorTS", repos = c('https://zebang.r-universe.dev', 'https://cloud.r-project.org'))