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RTFA

0.1.0

Robust Factor Analysis for Tensor Time Series

0packages depend
3.3Kdownloads / year
test coverage
11/13checks pass

Overview

About
Maintained by Lingxiao LiFirst published 2023-04-101 releasesCRAN page ↗

Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order tensor time series, and have wide applications in economics, finance and medical imaging. We propose an one-step projection estimator by minimizing the least-square loss function, and further propose a robust estimator with an iterative weighted projection technique by utilizing the Huber loss function. The methods are discussed in Barigozzi et al. (2022) arXiv:2206.09800, and Barigozzi et al. (2023) arXiv:2303.18163.

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Health

CRAN checks
2NOTE11OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
  • NOTE r-devel-linux-x86_64-debian-gcc
Slowest check: 57 s · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
2
Dependencies · direct
Check history
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
100%

Downloads

3.3K
CRAN downloads in the past year
Rank #13,887 · ~9/day · ~277/mo
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19330 days
73490 days
3.3K1 year
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Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (2)
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (4)
Maintainer (1)
Author, Maintainer
Authors (4)
Author, Maintainer
Author
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-03-10 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2023-04-10
Total releases
1 / 3 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.5.0
Download size
4.7 KB
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RTFA")
Li, L., Barigozzi, M., He, Y., & Trapani, L. (2023). RTFA: Robust Factor Analysis for Tensor Time Series (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.RTFA

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

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APA

Balamuta, J. J. (2026). R Observatory: Metrics for RTFA version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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