MultiwayRegression: Perform Tensor-on-Tensor Regression

Functions to predict one multi-way array (i.e., a tensor) from another multi-way array, using a low-rank CANDECOMP/PARAFAC (CP) factorization and a ridge (L_2) penalty [Lock, EF (2018) <doi:10.1080/10618600.2017.1401544>]. Also includes functions to sample from the Bayesian posterior of a tensor-on-tensor model.

Package details

AuthorEric F. Lock
MaintainerEric F. Lock <>
Package repositoryView on CRAN
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MultiwayRegression documentation built on May 31, 2019, 5:03 p.m.