VAR_ALS

The function computing the covariance matrices of the tensor regression parameters.

An implementation of fitting generalized linear models on
second-order tensor type data. The functions within this package mainly focus on
parameter estimation, including parameter coefficients and standard deviation.

Mark Chen

TensorTest2D

Fitting Second-Order Tensor Data

Sheng-Mao Chang

Wenbin Lu

Jung-Ying Tzeng

Ping-Yang Chen

VAR_ALS function

<dl><dt>DATA</dt>
<dd>A list. The input data. <code>DATA$y</code> is the dependent variable.
<code>DATA$X</code> is the 3-D tensor independent variables.
<code>DATA$W</code> is other independent variables.</dd>
<dt>n_R</dt>
<dd>A numerical constant. A predefined value determines the rank of
the approximate matrix</dd>
<dt>B1</dt>
<dd>A numerical matrix. Parameter matrix B1 of the tensor regression.</dd>
<dt>B2</dt>
<dd>A numerical matrix. Parameter matrix B2 of the tensor regression.</dd>
<dt>beta</dt>
<dd>A numerical vector. Parameter vector of the covariates, W.</dd>
<dt>family</dt>
<dd>Family of <kbd>generalized linear model</kbd>. Provide three options for model.(see more details in
Details)</dd></dl>

Arguments

The function computing the covariance matrices of the tensor regression parameters. — VAR_ALS

<dl>

<dt>DATA</dt>
<dd>A list. The input data. <code>DATA$y</code> is the dependent variable.
<code>DATA$X</code> is the 3-D tensor independent variables.
<code>DATA$W</code> is other independent variables.</dd>


<dt>n_R</dt>
<dd>A numerical constant. A predefined value determines the rank of
the approximate matrix</dd>


<dt>B1</dt>
<dd>A numerical matrix. Parameter matrix B1 of the tensor regression.</dd>


<dt>B2</dt>
<dd>A numerical matrix. Parameter matrix B2 of the tensor regression.</dd>


<dt>beta</dt>
<dd>A numerical vector. Parameter vector of the covariates, W.</dd>


<dt>family</dt>
<dd>Family of <kbd>generalized linear model</kbd>. Provide three options for model.(see more details in
Details)</dd>

</dl>

VAR_ALS: The function computing the covariance matrices of the tensor regression parameters.

Description

Usage

Value

Arguments