TrendTM

cranv2.0.21

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).

License GPL-3strong copyleft0 versions1 maintainers3 deps158 weekly dl
https://CRAN.R-project.org/package=TrendTM
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5/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
2/15
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0
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First published · 2025-03-28 10:52:08

Last updated · 2025-03-28T09:40:20+00:00