| Name : R-RTFA
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:17:21
|
| Group : Development/Libraries/Other
| Source RPM : R-RTFA-0.1.0-lp153.1.5.src.rpm
|
| Size : 0.03 MB
| |
| Packager : (none)
| |
| Summary : Robust Factor Analysis for Tensor Time Series
|
Description :
Tensor Factor Models (TFM) are appealing dimension reduction tools for
high-order tensor time series, and have wide applications in economics,
finance and medical imaging. We propose an one-step projection
estimator by minimizing the least-square loss function, and further
propose a robust estimator with an iterative weighted projection
technique by utilizing the Huber loss function. The methods are
discussed in Barigozzi et al. (2022) < arXiv:2206.09800>, and Barigozzi
et al. (2023) < arXiv:2303.18163>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
