Tensor Regression with Stochastic Low-Rank Updates
Overview
Provides methods for low-rank tensor regression with tensor-valued predictors and scalar covariates. Model estimation is performed using stochastic optimization with random-walk updates for low-rank factor matrices. Computationally intensive components for coefficient estimation and prediction are implemented in C++ via 'Rcpp'. The package also includes tools for cross-validation and prediction error assessment.
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
Show 2 earlier changesHide 2 earlier changes
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 10
- Examples that run
- no examples
- Exported functions with examples
- 0%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
- TensorMCMC HTML
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Dependencies
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-01-12 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-01-12
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 38 KB
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