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:
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.
Last updated 6 months agofrom:07406af975. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 11 2024 |
R-4.5-linux | OK | Dec 11 2024 |
Exports:componentscreate_TRMFimpute_TRMFNormalizeMatrixretraintrainTRMF_arTRMF_columnsTRMF_regressionTRMF_seasonalTRMF_simpleTRMF_trend
Dependencies:genericslatticelimSolvelpSolveMASSMatrixquadprog
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Extract TRMF Coefficients (Fm) | coef.TRMF |
Access TRMF factors | components.TRMF |
Create a TRMF object | create_TRMF |
Extract TRMF fitted values. | fitted.TRMF |
Impute missing values in a matrix | impute_TRMF |
Matrix Scaling | NormalizeMatrix |
Plot Latent Time Series for a TRMF Object | plot.TRMF |
Predict method for TRMF model fit | predict.TRMF |
Extract TRMF residuals | residuals.TRMF |
Retrain TRMF objects. | retrain |
Summarize TRMF | summary.TRMF |
Train a TRMF model | train.TRMF |
Add an Auto-Regressive Regularization Model to a TRMF Object. | TRMF_ar |
Add a column regularization model to TRMF object | TRMF_columns |
Add external regressors to TRMF object | TRMF_regression |
Add seasonal regularization model to a TRMF object | TRMF_seasonal |
Add L2 regularization model to a TRMF object | TRMF_simple |
Add Trend Model to a TRMF Object | TRMF_trend |