tensorTS

Factor and Autoregressive Models for Tensor Time Series

The R package tensorTS includes methods in our recent papers, including Factor and Autoregressive Models for High-Dimensional tensor Time Series.

For more details please see the manual file for the full documentation:

https://cran.r-project.org/web/packages/tensorTS/tensorTS.pdf

Also see the package paper

https://statweb.rutgers.edu/hxiao/jss22.pdf

Installation

You can install the released version of tensorTS from CRAN with:

install.packages("tensorTS")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("ZeBang/tensorTS")