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r-TrendTM

Description

Trend of High-Dimensional Time Series Matrix Estimation.

Description
cran.r-project.org
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).
Metadata

Version

2.0.19

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/TrendTM/

Platforms (77)

    Darwin
    FreeBSD
    Genode
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    none
    OpenBSD
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