VPSPulse Mirrors

High-Performance Open-Source Archive

CRAN: Package TrendTM

TrendTM: Trend of High-Dimensional Time Series Matrix Estimation

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).

Version: 2.0.21
Depends: R (≥ 3.5.0)
Imports: softImpute, capushe, fda
Published: 2025-03-28
DOI: 10.32614/CRAN.package.TrendTM
Author: Emilie Lebarbier [aut, cre], Nicolas Marie [aut], Amélie Rosier [aut]
Maintainer: Emilie Lebarbier <emilie.lebarbier at parisnanterre.fr>
License: GPL-3
NeedsCompilation: no
CRAN checks: TrendTM results

Documentation:

Reference manual: TrendTM.html , TrendTM.pdf

Downloads:

Package source: TrendTM_2.0.21.tar.gz
Windows binaries: r-devel: TrendTM_2.0.21.zip, r-release: TrendTM_2.0.21.zip, r-oldrel: TrendTM_2.0.21.zip
macOS binaries: r-release (arm64): TrendTM_2.0.21.tgz, r-oldrel (arm64): TrendTM_2.0.21.tgz, r-release (x86_64): TrendTM_2.0.21.tgz, r-oldrel (x86_64): TrendTM_2.0.21.tgz
Old sources: TrendTM archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TrendTM to link to this page.

Need mirroring services?
Contact our team at info@vpspulse.com.

Mirror powered by VPSpulse

Infrastructure sponsored by VPSPulse & Secure Payments by ArionPay.