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IALS  

Iterative Alternating Least Square Estimation for Large-Dimensional Matrix Factor Model
View on CRAN: Click here


Download and install IALS package within the R console
Install from CRAN:
install.packages("IALS")

Install from Github:
library("remotes")
install_github("cran/IALS")

Install by package version:
library("remotes")
install_version("IALS", "0.1.3")



Attach the package and use:
library("IALS")
Maintained by
Ran Zhao
[Scholar Profile | Author Map]
First Published: 2024-01-22
Latest Update: 2024-02-16
Description:
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In contrast to the Principal Component Analysis (PCA)-based methods, we propose a simple Iterative Alternating Least Squares (IALS) algorithm for matrix factor model, see the details in He et al. (2023) .
How to cite:
Ran Zhao (2024). IALS: Iterative Alternating Least Square Estimation for Large-Dimensional Matrix Factor Model. R package version 0.1.3, https://cran.r-project.org/web/packages/IALS. Accessed 02 Apr. 2025.
Previous versions and publish date:
0.1.0 (2024-01-22 18:32)
Other packages that cited IALS R package
View IALS citation profile
Other R packages that IALS depends, imports, suggests or enhances
Complete documentation for IALS
Functions, R codes and Examples using the IALS R package
Some associated functions: Distance . IALS . KIALS . 
Some associated R codes: IALS.R . function.R .  Full IALS package functions and examples
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