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tensorTS

Factor and Autoregressive Models for Tensor Time Series

v1.0.2 · Apr 27, 2024 · GPL (>= 2)

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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r-devel-windows-x86_64 OK
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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
ERROR r-devel-linux-x86_64-debian-gcc

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

R 2,892 (82.4%)Docs 616 (17.6%)

API

Exported functions

11

Internal functions

50

Recent export changes

v1.0.1+2 taxi.sim.AR, taxi.sim.FM  −1 tenAR.predict
v0.1.2+1 mplot.acf

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

v0.1.0: 2,831 LOCv0.1.1: 2,832 LOCv0.1.2: 3,102 LOCv0.1.3: 3,157 LOCv1.0.0: 3,213 LOCv1.0.1: 3,593 LOCv1.0.2: 3,508 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Dependency Network

Dependencies Reverse dependencies tensor rTensor expm MASS abind Matrix pracma tensorTS

Version History

8 tracked
new 1.0.2 Mar 10, 2026
updated 1.0.2 ← 1.0.1 diff Apr 26, 2024
updated 1.0.1 ← 1.0.0 diff May 6, 2023
updated 1.0.0 ← 0.1.3 diff May 7, 2022
updated 0.1.3 ← 0.1.2 diff Apr 10, 2022
updated 0.1.2 ← 0.1.1 diff Aug 9, 2021
updated 0.1.1 ← 0.1.0 diff Apr 21, 2021
new 0.1.0 Apr 20, 2021