RTFA
Robust Factor Analysis for Tensor Time Series
v0.1.0
·
Apr 10, 2023
·
GPL (>= 2)
Description
Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order tensor time series, and have wide applications in economics, finance and medical imaging. We propose an one-step projection estimator by minimizing the least-square loss function, and further propose a robust estimator with an iterative weighted projection technique by utilizing the Huber loss function. The methods are discussed in Barigozzi et al. (2022) <arXiv:2206.09800>, and Barigozzi et al. (2023) <arXiv:2303.18163>.
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| Flavor | Status |
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| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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CRAN incoming feasibility
Maintainer: ‘Lingxiao Li <lilingxiao@mail.sdu.edu.cn>’ The Description field contains discussed in Barigozzi et al. (2022) <arXiv:2206.09800>, and Barigozzi et al. (2023) <arXiv:2303.18163>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Lingxiao Li <lilingxiao@mail.sdu.edu.cn>’ The Description field contains discussed in Barigozzi et al. (2022) <arXiv:2206.09800>, and Barigozzi et al. (2023) <arXiv:2303.18163>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Lingxiao Li <lilingxiao@mail.sdu.edu.cn>’ The Description field contains discussed in Barigozzi et al. (2022) <arXiv:2206.09800>, and Barigozzi et al. (2023) <arXiv:2303.18163>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Lingxiao Li <lilingxiao@mail.sdu.edu.cn>’ The Description field contains discussed in Barigozzi et al. (2022) <arXiv:2206.09800>, and Barigozzi et al. (2023) <arXiv:2303.18163>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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0.1.0
Mar 10, 2026