Package: tensorTS
Type: Package
Title: Factor and Autoregressive Models for Tensor Time Series
Version: 1.0.2
Authors@R: c(
    person("Zebang", "Li", email = "zl326@stat.rutgers.edu", role=c("aut","cre")),
    person("Ruofan", "Yu", role = "aut"),
    person("Rong", "Chen", role = "aut"),
    person("Yuefeng", "Han", role = "aut"),
    person("Han", "Xiao", role = "aut"),
    person("Dan", "Yang", role = "aut"))
Description: 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>.
License: GPL (>= 2)
Encoding: UTF-8
Imports: tensor, rTensor, expm, methods, stats, MASS, abind, Matrix,
        pracma, graphics
URL: https://github.com/zebang/tensorTS
BugReports: https://github.com/ZeBang/tensorTS/issues
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2024-04-27 12:01:12 UTC; zeban
Author: Zebang Li [aut, cre],
  Ruofan Yu [aut],
  Rong Chen [aut],
  Yuefeng Han [aut],
  Han Xiao [aut],
  Dan Yang [aut]
Maintainer: Zebang Li <zl326@stat.rutgers.edu>
Repository: CRAN
Date/Publication: 2024-04-27 12:20:03 UTC
Built: R 4.6.0; ; 2026-04-26 02:07:45 UTC; unix
