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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>.
Version: | 1.0.2 |
Imports: | tensor, rTensor, expm, methods, stats, MASS, abind, Matrix, pracma, graphics |
Published: | 2024-04-27 |
DOI: | 10.32614/CRAN.package.tensorTS |
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 |
In views: | TimeSeries |
CRAN checks: | tensorTS results |
Reference manual: | tensorTS.pdf |
Package source: | tensorTS_1.0.2.tar.gz |
Windows binaries: | r-devel: tensorTS_1.0.2.zip, r-release: tensorTS_1.0.2.zip, r-oldrel: tensorTS_1.0.2.zip |
macOS binaries: | r-release (arm64): tensorTS_1.0.2.tgz, r-oldrel (arm64): tensorTS_1.0.2.tgz, r-release (x86_64): tensorTS_1.0.2.tgz, r-oldrel (x86_64): tensorTS_1.0.2.tgz |
Old sources: | tensorTS archive |
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These binaries (installable software) and packages are in development.
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