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TRMF  

Temporally Regularized Matrix Factorization
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("TRMF", "0.2.1")



Attach the package and use:
library("TRMF")
Maintained by
Chad Hammerquist
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-01-21
Latest Update:
Description:
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputing values in short but high-dimensional time series. Uses regularized alternating least squares to compute the factorization, allows for several types of constraints on matrix factors and natively handles weighted and missing data.
How to cite:
Chad Hammerquist (2021). TRMF: Temporally Regularized Matrix Factorization. R package version 0.2.1, https://cran.r-project.org/web/packages/TRMF. Accessed 04 Jun. 2026.
Previous versions and publish date:
0.0.2 (2021-01-21 11:20), 0.1.2 (2021-05-17 23:40), 0.1.3 (2021-05-20 02:30), 0.1.4 (2021-05-24 18:50), 0.1.5 (2021-08-16 18:20), 0.2.1 (2024-06-13 22:30)
Other packages that cited TRMF R package
View TRMF citation profile
Other R packages that TRMF depends, imports, suggests or enhances
Complete documentation for TRMF
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