tensorTS

Factor and Autoregressive Models for Tensor Time Series

CRAN Package

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) , Chen et al (2020) , Chen et al (2020) , and Xiao et al (2020) .


Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports10 packages