FM_kt | R Documentation |
It performs the factorization for a fixed rank k and a temporal structure with a fixed tau
FM_kt(
Data_Series,
k = 2,
tau = floor(n/2),
struct_temp = "none",
type_soft = "als"
)
Data_Series |
the data matrix with d rows and n columns containing the d temporal series with size n. |
k |
the fixed rank of X. Default is 2. |
tau |
the fixed value for tau . Default is |
struct_temp |
a name indicating the temporal structure. Could be |
type_soft |
the option |
A list containing
M_est
the estimation of M.
U_est
the component U of the decomposition of M_est
.
V_est
the component V of the decomposition of M_est
.
contrast
the Frobenius norm of X-M_est.
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