Factor and autoregressive models for matrix and tensor valued time series. We provide functions for estimation, simulation and prediction. The models are discussed in Chen et al (2020) <doi:10.1016/j.jeconom.2020.07.015>, Chen et al (2020) <arXiv:1905.07530>, and Han et al (2020) <arXiv:2006.02611>.
| Version: | 0.1.1 |
| Depends: | tensor, rTensor, expm |
| Imports: | methods, stats, MASS, abind, Matrix, pracma, graphics |
| Published: | 2021-04-22 |
| 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 |
| Reference manual: | tensorTS.pdf |
| Package source: | tensorTS_0.1.1.tar.gz |
| Windows binaries: | r-devel: tensorTS_0.1.1.zip, r-release: tensorTS_0.1.1.zip, r-oldrel: tensorTS_0.1.1.zip |
| macOS binaries: | r-release (arm64): tensorTS_0.1.1.tgz, r-release (x86_64): tensorTS_0.1.1.tgz, r-oldrel: tensorTS_0.1.1.tgz |
| Old sources: | tensorTS archive |
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