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TensorPreAve

1.1.0Package record

Rank and Factor Loadings Estimation in Time Series Tensor Factor Models

0packages depend
3.2Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

A set of functions to estimate rank and factor loadings of time series tensor factor models. A tensor is a multidimensional array. To analyze high-dimensional tensor time series, factor model is a major dimension reduction tool. 'TensorPreAve' provides functions to estimate the rank of core tensors and factor loading spaces of tensor time series. More specifically, a pre-averaging method that accumulates information from tensor fibres is used to estimate the factor loading spaces. The estimated directions corresponding to the strongest factors are then used for projecting the data for a potentially improved re-estimation of the factor loading spaces themselves. A new rank estimation method is also implemented to utilizes correlation information from the projected data. See Chen and Lam (2023) arXiv:2208.04012 for more details.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Weilin Chen <w.chen56@lse.ac.uk>’

The Description field contains
  projected data.  See Chen and Lam (2023) <arXiv:2208.04012> for more
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

CRAN check page ↗

Slowest check: 2.7 min · r-oldrel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.1.0
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
8
Examples that run
83%5 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
94%
Return-value docs
83%
Help pages citing references
25%

Downloads

3.2K
CRAN downloads in the past year
Rank #13,585 · ~9/day · ~264/mo
Daily download trend is not available in this view yet.
32630 days
84890 days
3.2K1 year
Compare downloads with other packages →
Also on92 r2u4 autocran97 c2d4u

Repository

1Stars
0Forks
0Open issues
0Open PRs
0Releases
8Commits
1Commit identities
8 commits · Last activity 2023-04-16
Responsiveness
not measured

Stars over time

2024-03-13 · 12026-07-07 · 1
PracticesBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/william-chenwl/tensorpreave on 2026-10-18.

CRAN release process (1)
cran-comments.md
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)

Installing TensorPreAve adds 2 packages (0 with compiled code, 432 KB of source tarballs). Heaviest: pracma 389 KB, rTensor 43 KB.

Depends (1)
R >= 2.10
Imports (4)
rTensorMASSstatspracma
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 0.1.1 (2022)
Releases (2)

Pick two releases to compare their code metrics.

  • 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
  • 1.1.0Latest
    record
    2023-04-14 · current release · diff ↗ ·
    added 1 export
    pre_eigenplot
  • 0.1.1
    record
    2022-11-08
  • R
    R 4.2.0 released · 2022-04-22

Package metadata

First published
2022-11-08
Total releases
2 / 4 yrs
License
GPL-3 OSI
Minimum R
≥ 2.10
Bundled data
874 KB / 2 files
Download size
903 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("TensorPreAve")
Chen, W. (2023). TensorPreAve: Rank and Factor Loadings Estimation in Time Series Tensor Factor Models (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.TensorPreAve

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 TensorPreAve version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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