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-4.5-noble)IALS_0.1.3.tar.gz(r-4.4-noble)
IALS_0.1.3.tgz(r-4.4-emscripten)IALS_0.1.3.tgz(r-4.3-emscripten)
IALS.pdf |IALS.html✨
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 9 months agofrom:0c174b1fd4. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-linux | OK | Nov 13 2024 |
Dependencies:HDMFAlatticeMASSMatrixpracmaRcppRcppEigenRSpectra
