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tensorTS
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]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.tensorTS . https://github.com/ZeBang/tensorTS/issues . https://github.com/zebang/tensorTS . tensorTS results . tensorTS.pdf . tensorTS_1.0.2.tar.gz . tensorTS_1.0.2.zip . tensorTS_1.0.2.zip . tensorTS_1.0.2.zip . tensorTS_1.0.2.tgz . tensorTS_1.0.2.tgz . tensorTS_1.0.2.tgz . tensorTS_1.0.2.tgz . tensorTS_1.0.2.tgz . tensorTS_1.0.2.tgz . tensorTS archive . https://CRAN.R-project.org/package=tensorTS .
First Published: 2021-04-21
Latest Update: 2023-05-07
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 06 Apr. 2025.
Previous versions and publish date:
Other packages that cited tensorTS R package
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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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