Other packages > Find by keyword >

RTFA  

Robust Factor Analysis for Tensor Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("RTFA", "0.1.0")



Attach the package and use:
library("RTFA")
Maintained by
Lingxiao Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-04-10
Latest Update: 2023-04-10
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) , and Barigozzi et al. (2023) .
How to cite:
Lingxiao Li (2023). RTFA: Robust Factor Analysis for Tensor Time Series. R package version 0.1.0, https://cran.r-project.org/web/packages/RTFA. Accessed 09 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited RTFA R package
View RTFA citation profile
Other R packages that RTFA depends, imports, suggests or enhances
Complete documentation for RTFA
Functions, R codes and Examples using the RTFA R package
Full RTFA package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

pooling  
Fit Poolwise Regression Models
Functions for calculating power and fitting regression models in studies where a biomarker is measur ...
Download / Learn more Package Citations See dependency  
rzentra  
Client for the 'ZENTRA Cloud' API
Provides functionality to read settings, statuses and readings of weather stations from the 'ZENTRA ...
Download / Learn more Package Citations See dependency  
Rgb  
The R Genome Browser
Classes and methods to efficiently handle (slice, annotate, draw ...) genomic features (such as gene ...
Download / Learn more Package Citations See dependency  
ggblanket  
Simplify 'ggplot2' Visualisation
Simplify 'ggplot2' visualisation with 'ggblanket' wrapper functions. ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA