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tensorMiss (version 1.1.1)

Handle Missing Tensor Data with C++ Integration

Description

To handle higher-order tensor data. See Kolda and Bader (2009) for details on tensor. While existing packages on tensor data extend the base 'array' class to some data classes, this package serves as an alternative resort to handle tensor only as 'array' class. Some functionalities related to missingness are also supported.

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Version

Install

install.packages('tensorMiss')

Monthly Downloads

171

Version

1.1.1

License

GPL-3

Maintainer

Zetai Cen

Last Published

April 9th, 2024

Functions in tensorMiss (1.1.1)

unfold

Tensor unfolding
miss_gen

Assignment of missingness to tensor time series
miss_factor_est

Estimation of tensor factor models with missing data
fle

Factor loading error
refold

Tensor refolding
tensor_gen

Data generation of tensor time series with factor structure
ttm

Mode k product with matrix
qMSE

Quantile relative squared error
sigmaD

HAC covariance estimator for asymptotic normality on each row j of loading matrix estimator