Package: tensorTS
Type: Package
Title: Factor and Autoregressive Models for Tensor Time Series
Version: 0.1.2
Authors@R: c(
    person("Zebang", "Li", email = "zl326@stat.rutgers.edu", role=c("aut","cre")),
    person("Ruofan", "Yu", role = "aut"),
    person("Rong", "Chen", role = "aut"),
    person("Yuefeng", "Han", role = "aut"),
    person("Han", "Xiao", role = "aut"),
    person("Dan", "Yang", role = "aut"))
Description: Factor and autoregressive models for matrix and tensor valued time series. 
    We provide functions for estimation, simulation and prediction. The models are discussed in Chen et al (2020) <DOI:10.1016/j.jeconom.2020.07.015>, 
    Chen et al (2020) <arXiv:1905.07530>, and Han et al (2020) <arXiv:2006.02611>.
License: GPL (>= 2)
Encoding: UTF-8
Depends: tensor, rTensor, expm
Imports: methods, stats, MASS, abind, Matrix, pracma, graphics
URL: https://github.com/zebang/tensorTS
BugReports: https://github.com/ZeBang/tensorTS/issues
RoxygenNote: 7.1.1
NeedsCompilation: no
Packaged: 2021-08-10 06:15:50 UTC; jyb2010
Author: Zebang Li [aut, cre],
  Ruofan Yu [aut],
  Rong Chen [aut],
  Yuefeng Han [aut],
  Han Xiao [aut],
  Dan Yang [aut]
Maintainer: Zebang Li <zl326@stat.rutgers.edu>
Repository: CRAN
Date/Publication: 2021-08-10 06:40:02 UTC
