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TrendTM

Trend of High-Dimensional Time Series Matrix Estimation

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).

Versions across snapshots

VersionRepositoryFileSize
2.0.21 rolling linux/jammy R-4.5 TrendTM_2.0.21.tar.gz 48.8 KiB
2.0.21 rolling linux/noble R-4.5 TrendTM_2.0.21.tar.gz 48.7 KiB
2.0.21 rolling source/ R- TrendTM_2.0.21.tar.gz 29.0 KiB
2.0.21 latest linux/jammy R-4.5 TrendTM_2.0.21.tar.gz 48.8 KiB
2.0.21 latest linux/noble R-4.5 TrendTM_2.0.21.tar.gz 48.7 KiB
2.0.21 latest source/ R- TrendTM_2.0.21.tar.gz 29.0 KiB
2.0.21 2026-04-26 source/ R- TrendTM_2.0.21.tar.gz 29.0 KiB
2.0.21 2026-04-23 source/ R- TrendTM_2.0.21.tar.gz 29.0 KiB
2.0.21 2026-04-09 windows/windows R-4.5 TrendTM_2.0.21.zip 52.0 KiB
2.0.21 2025-04-20 source/ R- TrendTM_2.0.21.tar.gz 29.0 KiB

Dependencies (latest)

Imports