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 23 Dec. 2024.
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

cdmTools  
Useful Tools for Cognitive Diagnosis Modeling
Provides useful tools for cognitive diagnosis modeling (CDM). The package includes functions for emp ...
Download / Learn more Package Citations See dependency  
gemma2  
GEMMA Multivariate Linear Mixed Model
Fits a multivariate linear mixed effects model that uses a polygenic term, after Zhou & Stephens (20 ...
Download / Learn more Package Citations See dependency  
GNAR  
Methods for Fitting Network Time Series Models
Simulation of, and fitting models for, Generalised Network Autoregressive (GNAR) time series models ...
Download / Learn more Package Citations See dependency  
fasano.franceschini.test  
Fasano-Franceschini Test: A Multivariate Kolmogorov-Smirnov Two-Sample Test
An implementation of the two-sample multivariate Kolmogorov-Smirnov test described by Fasano and Fr ...
Download / Learn more Package Citations See dependency  
compound.Cox  
Univariate Feature Selection and Compound Covariate for Predicting Survival, Including Copula-Based Analyses for Dependent Censoring
Univariate feature selection and compound covariate methods under the Cox model with high-dimensiona ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

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