Package: IALS 0.1.3
Ran Zhao
IALS: Iterative Alternating Least Square Estimation for Large-Dimensional Matrix Factor Model
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In contrast to the Principal Component Analysis (PCA)-based methods, we propose a simple Iterative Alternating Least Squares (IALS) algorithm for matrix factor model, see the details in He et al. (2023) <arxiv:2301.00360>.
Authors:
IALS_0.1.3.tar.gz
IALS_0.1.3.tar.gz(r-4.7-any)IALS_0.1.3.tar.gz(r-4.6-any)
IALS_0.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
IALS/json (API)
| # Install 'IALS' in R: |
| install.packages('IALS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:0c174b1fd4. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 123 | ||
| source / vignettes | OK | 144 | ||
| linux-release-x86_64 | OK | 119 | ||
| wasm-release | OK | 102 |
Dependencies:HDMFAlatticeMASSMatrixpracmaRcppRcppEigenRSpectra
