Factor and Autoregressive Models for Tensor Time Series
Overview
Factor and autoregressive models for matrix and tensor valued time series. We provide functions for estimation, simulation and prediction. The models are discussed in Li et al (2021) doi:10.48550/arXiv.2110.00928, Chen et al (2020) DOI:10.1080/01621459.2021.1912757, Chen et al (2020) DOI:10.1016/j.jeconom.2020.07.015, and Xiao et al (2020) doi:10.48550/arXiv.2006.02611.
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-08
- ERROR12 OK, 1 ERROR2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 12
- Examples that run
- 100%11 run in a plain check
- Exported functions with examples
- 91%
- Documented parameters
- 96%
- Return-value docs
- 100%
- Help pages citing references
- 42%
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- not measured
- Median days to close, 50 most recently updated closed issues
- 115
- Median days to close, 50 most recently updated closed PRs
- not measured
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- 1.0.3Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.0.22024-04-27 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 1.0.1
- RR 4.3.0 released · 2023-04-21
- 1.0.02022-05-08 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.1.32022-04-11 · diff ↗
- 0.1.2
- RR 4.1.0 released · 2021-05-18
- 0.1.12021-04-22 · diff ↗
- 0.1.02021-04-21
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2021-04-21
- Total releases
- 8 / 5 yrs
- License
- GPL (>= 2) OSI
- Download size
- 31 KB
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