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Robust Factor Analysis for Tensor Time Series

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3.3Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Lingxiao Li <lilingxiao@mail.sdu.edu.cn>’

The Description field contains
  discussed in Barigozzi et al. (2022) <arXiv:2206.09800>, and Barigozzi
  et al. (2023) <arXiv:2303.18163>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

CRAN check page ↗

Slowest check: 1.0 min · r-devel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
2
Examples that run
100%2 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

3.3K
CRAN downloads in the past year
Rank #17,150 · ~9/day · ~273/mo
Daily download trend is not available in this view yet.
25330 days
73690 days
3.3K1 year
Compare downloads with other packages →
Also on95 r2u6 autocran42 c2d4u

Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

Installing RTFA adds 2 packages (0 with compiled code, 46 KB of source tarballs). Heaviest: rTensor 43 KB, tensor 2.5 KB.

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.

People & History

People (4)
Author, Maintainer since 0.1.0 (2023)
Author
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.1.0Latest
    2023-04-10 · current release
  • R
    R 4.2.0 released · 2022-04-22

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
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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RTFA version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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