TrendTM: Trend of High-Dimensional Time Series Matrix Estimation

Matrix factorization for multivariate time series with both low rank and temporal structures. The procedure is the one proposed by Alquier, P. and Marie, N. Matrix factorization for multivariate time series analysis. Electronic journal of statistics, 13(2), 4346-4366 (2019).

Version:	2.0.14
Depends:	R (≥ 3.5.0)
Imports:	softImpute, capushe, fda
Published:	2022-06-30
Author:	Emilie Lebarbier [aut, cre], Nicolas Marie [aut], Amélie Rosier [aut, cre].
Maintainer:	Emilie Lebarbier <emilie.lebarbier at parisnanterre.fr>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	TrendTM results

Documentation:

Reference manual:

TrendTM.pdf

Downloads:

Package source:	TrendTM_2.0.14.tar.gz
Windows binaries:	r-devel: TrendTM_2.0.14.zip, r-release: TrendTM_2.0.14.zip, r-oldrel: TrendTM_2.0.14.zip
macOS binaries:	r-release (arm64): TrendTM_2.0.14.tgz, r-oldrel (arm64): TrendTM_2.0.14.tgz, r-release (x86_64): TrendTM_2.0.14.tgz, r-oldrel (x86_64): TrendTM_2.0.14.tgz

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