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tensorTS  

Factor and Autoregressive Models for Tensor Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tensorTS", "1.0.2")



Attach the package and use:
library("tensorTS")
Maintained by
Zebang Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-04-21
Latest Update: 2024-04-27
Description:
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>.
How to cite:
Zebang Li (2021). tensorTS: Factor and Autoregressive Models for Tensor Time Series. R package version 1.0.2, https://cran.r-project.org/web/packages/tensorTS. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.0 (2021-04-21 10:00), 0.1.1 (2021-04-22 17:00), 0.1.2 (2021-08-10 08:40), 0.1.3 (2022-04-11 11:10), 1.0.0 (2022-05-08 17:10), 1.0.1 (2023-05-07 13:30)
Other packages that cited tensorTS R package
View tensorTS citation profile
Other R packages that tensorTS depends, imports, suggests or enhances
Complete documentation for tensorTS
Functions, R codes and Examples using the tensorTS R package
Some associated functions: matAR.RR.est . matAR.RR.se . mplot.acf . mplot . predict.tenAR . taxi.sim.AR . taxi.sim.FM . tenAR.est . tenAR.sim . tenFM.est . tenFM.rank . tenFM.sim . 
Some associated R codes: helper.R . tenAR.R . tenFM.R .  Full tensorTS package functions and examples
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