Simulated multi-way data for prediction.

datasets

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) <doi:10.1080/10618600.2017.1401544>]. Also includes functions to sample from the Bayesian posterior of a tensor-on-tensor model.

Eric Lock

MultiwayRegression

Perform Tensor-on-Tensor Regression

X function

<ul>
<li>X: predictor array of dimension 100 x 15 x 20</li>
<li>Y: outcome array of dimension 100 x 5 x 10</li>
</ul>

X: Simulated multi-way data for prediction

Description

Arguments

Format