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TrendTM: Trend of High-Dimensional Time Series Matrix Estimation

Matrix factorization for multivariate time series with both low rank and temporal structures. The procedure is the one proposed by Alquier, P. and Marie, N. Matrix factorization for multivariate time series analysis. Electronic journal of statistics, 13(2), 4346-4366 (2019).

Version: 2.0.19
Depends: R (≥ 3.5.0)
Imports: softImpute, capushe, fda
Published: 2023-11-16
DOI: 10.32614/CRAN.package.TrendTM
Author: Emilie Lebarbier [aut, cre], Nicolas Marie [aut], Amélie Rosier [aut, cre].
Maintainer: Emilie Lebarbier <emilie.lebarbier at parisnanterre.fr>
License: GPL-3
NeedsCompilation: no
CRAN checks: TrendTM results

Documentation:

Reference manual: TrendTM.pdf

Downloads:

Package source: TrendTM_2.0.19.tar.gz
Windows binaries: r-devel: TrendTM_2.0.19.zip, r-release: TrendTM_2.0.19.zip, r-oldrel: TrendTM_2.0.19.zip
macOS binaries: r-release (arm64): TrendTM_2.0.19.tgz, r-oldrel (arm64): TrendTM_2.0.19.tgz, r-release (x86_64): TrendTM_2.0.19.tgz, r-oldrel (x86_64): TrendTM_2.0.19.tgz
Old sources: TrendTM archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.