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:Yong He [aut], Ran Zhao [aut, cre], Wen-Xin Zhou [aut]

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)

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3 exports 0.09 score 8 dependencies 167 downloads

Last updated 7 months agofrom:0c174b1fd4. Checks:OK: 2. Indexed: yes.

Exports:DistanceIALSKIALS

Dependencies:HDMFAlatticeMASSMatrixpracmaRcppRcppEigenRSpectra