IALS
Iterative Alternating Least Square Estimation for Large-Dimensional Matrix Factor Model
v0.1.3
·
Feb 16, 2024
·
GPL-2 | GPL-3
Description
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In contrast to the Principal Component Analysis (PCA)-based methods, we propose a simple Iterative Alternating Least Squares (IALS) algorithm for matrix factor model, see the details in He et al. (2023) <arXiv:2301.00360>.
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Maintainer: ‘Ran Zhao <Zhaoran@mail.sdu.edu.cn>’ The Description field contains in He et al. (2023) <arXiv:2301.00360>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Ran Zhao <Zhaoran@mail.sdu.edu.cn>’ The Description field contains in He et al. (2023) <arXiv:2301.00360>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Ran Zhao <Zhaoran@mail.sdu.edu.cn>’ The Description field contains in He et al. (2023) <arXiv:2301.00360>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Ran Zhao <Zhaoran@mail.sdu.edu.cn>’ The Description field contains in He et al. (2023) <arXiv:2301.00360>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.