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IDLFM: Individual Dynamic Latent Factor Model
A personalized dynamic latent factor model (Zhang et al. (2024) <doi:10.1093/biomet/asae015>) for irregular multi-resolution time series data, to interpolate unsampled measurements from low-resolution time series.
Getting started
Browse package contents
Package details |
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| Author | Siyang Liu [aut, cre], Jiuchen Zhang [aut], Annie Qu [aut] |
| Maintainer | Siyang Liu <liusiyang.lucia@gmail.com> |
| License | MIT + file LICENSE |
| Version | 1.0.0 |
| Package repository | View on CRAN |
| Installation |
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