tensorTS

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.

Last 30 days

This package has been downloaded 581 times in the last 30 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 10 times.

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

Last 365 days

This package has been downloaded 8,052 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Jan 30, 2025 with 78 downloads.

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