tensorTS
Factor and Autoregressive Models for Tensor Time Series
Description
Factor and autoregressive models for matrix and tensor valued time series. We provide functions for estimation, simulation and prediction. The models are discussed in Li et al (2021) <doi:10.48550/arXiv.2110.00928>, Chen et al (2020) <DOI:10.1080/01621459.2021.1912757>, Chen et al (2020) <DOI:10.1016/j.jeconom.2020.07.015>, and Xiao et al (2020) <doi:10.48550/arXiv.2006.02611>.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | 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 |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026
PDF version of manual
Rd conversion errors: Converting parsed Rd's to LaTeX Warning in file(out, "wt") : cannot open file '/tmp/Rtmp1hUDWf/ltx1c174b10f90815/taxi.sim.AR.tex': No space left on device Error in file(out, "wt") : cannot open the connection
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
3,508
Files
19
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
11
Internal functions
50
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
100%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
–
System requirements
–
C++ standard
–
License
GPL (>= 2)
License flags
SPDX valid, OSI approved
History
Versions
7
First release
2021-04-21
Latest release
2024-04-27
Avg cadence
177 days
Cold removal rate
100%
Dep drift
0
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.