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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.
Getting started
Browse package contents
Package details |
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| Author | Eric F. Lock |
| Maintainer | Eric F. Lock <elock@umn.edu> |
| License | GPL-3 |
| Version | 1.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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