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TRMF (version 0.1.5)

Temporally Regularized Matrix Factorization

Description

Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputing values in short but high-dimensional time series. Uses regularized alternating least squares to compute the factorization, allows for several types of constraints on matrix factors and natively handles weighted and missing data.

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Version

Install

install.packages('TRMF')

Monthly Downloads

138

Version

0.1.5

License

GPL-3

Maintainer

Chad Hammerquist

Last Published

August 16th, 2021