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) <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) <arXiv:2006.02611>.
| Version: |
1.0.0 |
| Depends: |
tensor, rTensor, expm |
| Imports: |
methods, stats, MASS, abind, Matrix, pracma, graphics |
| Published: |
2022-05-08 |
| Author: |
Zebang Li [aut, cre],
Ruofan Yu [aut],
Rong Chen [aut],
Yuefeng Han [aut],
Han Xiao [aut],
Dan Yang [aut] |
| Maintainer: |
Zebang Li <zl326 at stat.rutgers.edu> |
| BugReports: |
https://github.com/ZeBang/tensorTS/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/zebang/tensorTS |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
tensorTS results |
Documentation:
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