CRAN/E | BKTR

BKTR

Bayesian Kernelized Tensor Regression

Installation

About

Facilitates scalable spatiotemporally varying coefficient modelling with Bayesian kernelized tensor regression. The important features of this package are: (a) Enabling local temporal and spatial modeling of the relationship between the response variable and covariates. (b) Implementing the model described by Lei et al. (2023) doi:10.48550/arXiv.2109.00046. (c) Using a Bayesian Markov Chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the model parameters. (d) Employing a tensor decomposition to reduce the number of estimated parameters. (e) Accelerating tensor operations and enabling graphics processing unit (GPU) acceleration with the 'torch' package.

Bug report File report

Key Metrics

Version 0.1.1
R ≥ 4.0.0
Published 2023-10-20 183 days ago
Needs compilation? no
License MIT
License File
CRAN checks BKTR results

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Maintainer

Maintainer

Julien Lanthier

julien.lanthier@hec.ca

Authors

Julien Lanthier

aut / cre / cph

Mengying Lei

aut

Aurélie Labbe

aut

Lijun Sun

aut

Material

README
Reference manual
Package source

Vignettes

BKTR Package Presentation

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 4.0.0

Imports

torch
R6
R6P
ggplot2
ggmap
data.table

Suggests

knitr
rmarkdown
R.rsp