Package: TRMF 0.2.1

Chad Hammerquist

TRMF: Temporally Regularized Matrix Factorization

Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputing values in short but high-dimensional time series. Uses regularized alternating least squares to compute the factorization, allows for several types of constraints on matrix factors and natively handles weighted and missing data.

Authors:Chad Hammerquist [aut, cre], Scentsy Inc [cph]

TRMF_0.2.1.tar.gz
TRMF_0.2.1.tar.gz(r-4.5-noble)TRMF_0.2.1.tar.gz(r-4.4-noble)
TRMF_0.2.1.tgz(r-4.4-emscripten)TRMF_0.2.1.tgz(r-4.3-emscripten)
TRMF.pdf |TRMF.html✨
TRMF/json (API)
NEWS

# Install 'TRMF' in R:
install.packages('TRMF', 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.

2.00 score 543 downloads 12 exports 7 dependencies

Last updated 8 months agofrom:07406af975. Checks:2 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 09 2025
R-4.5-linuxOKFeb 09 2025

Exports:componentscreate_TRMFimpute_TRMFNormalizeMatrixretraintrainTRMF_arTRMF_columnsTRMF_regressionTRMF_seasonalTRMF_simpleTRMF_trend

Dependencies:genericslatticelimSolvelpSolveMASSMatrixquadprog

TRMF (Temporally Regularized Matrix Factorization)

Chad Hammerquist

Rendered fromTRMF-package.Rmdusingknitr::rmarkdownon Feb 09 2025.

Last update: 2024-06-14
Started: 2021-01-21