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KOFM: 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.

Version: 0.1.1
Imports: tensorMiss, MEFM, RSpectra, stats, utils
Suggests: knitr, rmarkdown
Published: 2025-01-08
DOI: 10.32614/CRAN.package.KOFM
Author: Zetai Cen [aut, cre]
Maintainer: Zetai Cen <z.cen at lse.ac.uk>
License: GPL-3
NeedsCompilation: no
CRAN checks: KOFM results

Documentation:

Reference manual: KOFM.pdf
Vignettes: A-short-introduction-to-KOFM (source, R code)

Downloads:

Package source: KOFM_0.1.1.tar.gz
Windows binaries: r-devel: KOFM_0.1.1.zip, r-release: KOFM_0.1.1.zip, r-oldrel: KOFM_0.1.1.zip
macOS binaries: r-release (arm64): KOFM_0.1.1.tgz, r-oldrel (arm64): KOFM_0.1.1.tgz, r-release (x86_64): KOFM_0.1.1.tgz, r-oldrel (x86_64): KOFM_0.1.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=KOFM to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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