testKron_auto: Testing Kronecker product structure without specified modes

In KOFM: Test the Kronecker Product Structure in Tensor Factor Models

Testing Kronecker product structure without specified modes

Description

Testing the Kronecker product structure of a tensor time series without a specified set of mode indices.

Usage

testKron_auto(
  ten,
  r = 0,
  alpha = c(0.01, 0.05),
  q = 0.05,
  r.exact = FALSE,
  all = FALSE
)

Arguments

ten	An array representing an order-(K+1) tensor which is an order-K tensor time series with mode-1 being the time mode.
r	A vector representing the rank for 'ten'.
alpha	A vector representing the desired significance levels. Default is c(0.01, 0.05).
q	A number between 0 and 1, representing the quantile for the decision statistic. Default is 0.05.
r.exact	Logical. Perform the test only using 'r' if TRUE, otherwise using all divisor combinations of the last mode rank of the reshaped data. Default is FALSE.
all	Logical. when TRUE, all sets of mode indices are tested; otherwise each reshaped data using leave-one-out sets is sequentially tested. Default is FALSE.

Value

A list containing the following: decision: a data frame with each row reporting the decision rule aggregated by quantile of parameter 'q' for different levels of alpha; the first column represents all non-trivial sets of mode indices to test if 'all' is TRUE, otherwise represents each mode to identify. level: a data frame with each row reporting an example test size aggregated by quantile of parameter 'q' for different levels of alpha; the first column represents all non-trivial sets of mode indices to test if 'all' is TRUE, otherwise represents each mode to identify. rank: a vector of integers representing either the input rank or the estimated rank used in testing.

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