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MultiwayRegression (version 1.2)

Perform Tensor-on-Tensor Regression

Description

Functions to predict one multi-way array (i.e., a tensor) from another multi-way array, using a low-rank CANDECOMP/PARAFAC (CP) factorization and a ridge (L_2) penalty [Lock, EF (2018) ]. Also includes functions to sample from the Bayesian posterior of a tensor-on-tensor model.

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Version

Install

install.packages('MultiwayRegression')

Monthly Downloads

180

Version

1.2

License

GPL-3

Maintainer

Eric Lock

Last Published

May 31st, 2019

Functions in MultiwayRegression (1.2)

MultiwayRegression-package

Perform tensor-on-tensor regression
SimData

Simulated multi-way data for prediction
ctprod

Compute the contracted tensor product between two multiway arrays.
X

Simulated multi-way data for prediction
rrr

Penalized reduced rank regression for tensors
Y

Simulated multi-way data for prediction
rrrBayes

Bayesian inference for reduced rank regression