| Name : R-TensorPreAve
| |
| Version : 1.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:17:43
|
| Group : Development/Libraries/Other
| Source RPM : R-TensorPreAve-1.1.0-lp153.1.5.src.rpm
|
| Size : 0.97 MB
| |
| Packager : (none)
| |
| Summary : Rank and Factor Loadings Estimation in Time Series Tensor Factor Models
|
Description :
A set of functions to estimate rank and factor loadings of time series
tensor factor models. A tensor is a multidimensional array. To analyze
high-dimensional tensor time series, factor model is a major dimension
reduction tool. \'TensorPreAve\' provides functions to estimate the rank
of core tensors and factor loading spaces of tensor time series. More
specifically, a pre-averaging method that accumulates information from
tensor fibres is used to estimate the factor loading spaces. The
estimated directions corresponding to the strongest factors are then
used for projecting the data for a potentially improved re-estimation
of the factor loading spaces themselves. A new rank estimation method
is also implemented to utilizes correlation information from the
projected data. See Chen and Lam (2023) < arXiv:2208.04012> for more
details.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
