TRES: Tensor Regression with Envelope Structure and Three Generic Envelope Estimation Approaches

Provides three estimators for tensor response regression (TRR) and tensor predictor regression (TPR) models with tensor envelope structure. The three types of estimation approaches are generic and can be applied to any envelope estimation problems. The full Grassmannian (FG) optimization is often associated with likelihood-based estimation but requires heavy computation and good initialization; the one-directional optimization approaches (1D and ECD algorithms) are faster, stable and does not require carefully chosen initial values; the SIMPLS-type is motivated by the partial least squares regression and is computationally the least expensive.

Getting started

Package details

AuthorWenjing Wang [aut, cre] <[email protected]>, Xin Zhang [aut, cre] <[email protected]>
MaintainerWenjing Wang <[email protected]>
LicenseGPL-3
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TRES")

Try the TRES package in your browser

Any scripts or data that you put into this service are public.

TRES documentation built on May 2, 2019, 6:09 a.m.