CRAN/E | TrendTM

TrendTM

Trend of High-Dimensional Time Series Matrix Estimation

Installation

About

Matrix factorization for multivariate time series with both low rank and temporal structures. The procedure is the one proposed by Alquier, P. and Marie, N. Matrix factorization for multivariate time series analysis. Electronic journal of statistics, 13(2), 4346-4366 (2019).

Key Metrics

Version 2.0.19
R ≥ 3.5.0
Published 2023-11-16 162 days ago
Needs compilation? no
License GPL-3
CRAN checks TrendTM results

Downloads

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Maintainer

Maintainer

Emilie Lebarbier

emilie.lebarbier@parisnanterre.fr

Authors

Emilie Lebarbier

aut / cre

Nicolas Marie

aut

Amélie Rosier

aut

cre].

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

TrendTM archive

Depends

R ≥ 3.5.0

Imports

softImpute
capushe
fda