Factor and Autoregressive Models for Tensor Time Series

The R package tensorTS includes methods in our recent papers, including Factor and Autoregressive Models for High-Dimensional tensor Time Series. To have more details please see the manual file for the full documentation.


You can install the released version of tensorTS from CRAN with:


And the development version from GitHub with:

# install.packages("devtools")

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tensorTS documentation built on Aug. 10, 2021, 9:07 a.m.