KOFM: Test the Kronecker Product Structure in Tensor Factor Models

To test if a tensor time series following a Tucker-decomposition factor model has a Kronecker product structure. Supplementary functions for tensor reshape and its reversal are also included.

Package details

AuthorZetai Cen [aut, cre]
MaintainerZetai Cen <z.cen@lse.ac.uk>
LicenseGPL-3
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("KOFM")

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KOFM documentation built on April 3, 2025, 11:05 p.m.