Trend of High-Dimensional Time Series Matrix Estimation
Overview
Matrix factorization for multivariate time series with both low rank and temporal structures. The procedure is the one proposed by Alquier, P. and Marie, N. "Matrix factorization for multivariate time series analysis." Electronic Journal of Statistics, 13(2), 4346-4366 (2019).
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
Show 2 earlier changesHide 2 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 4
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 33%
- Documented parameters
- 90%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 2.0.21Latest
- RR 4.4.0 released · 2024-04-24
- 2.0.19
- RR 4.3.0 released · 2023-04-21
- 2.0.142022-06-30
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-06-30
- Total releases
- 3 / 4 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 23 KB / 1 file
- Download size
- 29 KB
Cite
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