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IDLFM (version 1.0.0)

Individual Dynamic Latent Factor Model

Description

A personalized dynamic latent factor model (Zhang et al. (2024) ) for irregular multi-resolution time series data, to interpolate unsampled measurements from low-resolution time series.

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Version

Install

install.packages('IDLFM')

Monthly Downloads

106

Version

1.0.0

License

MIT + file LICENSE

Maintainer

Siyang Liu

Last Published

May 11th, 2025

Functions in IDLFM (1.0.0)

generate_data

Generate data for simulation
IDLFM

Individualized Dynamic Latent Factor Model