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.
Version: | 0.2.1 |
Imports: | Matrix (≥ 1.3-3), limSolve, generics |
Suggests: | magrittr, knitr, rmarkdown |
Published: | 2024-06-13 |
DOI: | 10.32614/CRAN.package.TRMF |
Author: | Chad Hammerquist [aut, cre], Scentsy Inc [cph] |
Maintainer: | Chad Hammerquist <chammerquist at scentsy.com> |
License: | GPL-3 |
NeedsCompilation: | no |
Materials: | NEWS |
In views: | MissingData |
CRAN checks: | TRMF results |
Reference manual: | TRMF.pdf |
Vignettes: |
TRMF (Temporally Regularized Matrix Factorization) |
Package source: | TRMF_0.2.1.tar.gz |
Windows binaries: | r-devel: TRMF_0.2.1.zip, r-release: TRMF_0.2.1.zip, r-oldrel: TRMF_0.2.1.zip |
macOS binaries: | r-release (arm64): TRMF_0.2.1.tgz, r-oldrel (arm64): TRMF_0.2.1.tgz, r-release (x86_64): TRMF_0.2.1.tgz, r-oldrel (x86_64): TRMF_0.2.1.tgz |
Old sources: | TRMF archive |
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