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tensorTS

Factor and Autoregressive Models for Tensor Time Series

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>.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 tensorTS_1.0.2.tar.gz 220.3 KiB
1.0.2 rolling linux/noble R-4.5 tensorTS_1.0.2.tar.gz 220.2 KiB
1.0.2 rolling source/ R- tensorTS_1.0.2.tar.gz 31.8 KiB
1.0.2 latest linux/jammy R-4.5 tensorTS_1.0.2.tar.gz 220.3 KiB
1.0.2 latest linux/noble R-4.5 tensorTS_1.0.2.tar.gz 220.2 KiB
1.0.2 latest source/ R- tensorTS_1.0.2.tar.gz 31.8 KiB
1.0.2 2026-04-26 source/ R- tensorTS_1.0.2.tar.gz 31.8 KiB
1.0.2 2026-04-23 source/ R- tensorTS_1.0.2.tar.gz 31.8 KiB
1.0.2 2026-04-09 windows/windows R-4.5 tensorTS_1.0.2.zip 222.9 KiB
1.0.2 2025-04-20 source/ R- tensorTS_1.0.2.tar.gz 31.8 KiB

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