fit_continuous_cp | R Documentation |
Estimate a signal tensor from a noisy and incomplete data tensor using CP low rank tensor method.
fit_continuous_cp(data,r)
data |
A given (possibly noisy and incomplete) data tensor. |
r |
A rank to be fitted (CP rank). |
The returned object is a list of components.
est
- An estimated signal tensor based on CP low rank tensor method.
U
- A list of factor matrices.
lambda
- A vector of tensor singular values.
library(tensorregress)
indices = c(2,3,4)
noise = rand_tensor(indices)@data
Theta = array(runif(prod(indices),min=-3,max = 3),indices)
# The signal plus noise model
Y = Theta + noise
# Estimate Theta from CP low rank tensor method
hatTheta = fit_continuous_cp(Y,3)
print(hatTheta$est)
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