KOFM: Test the Kronecker Product Structure in Tensor Factor Models

To test if a tensor time series following a Tucker-decomposition factor model has a Kronecker product structure. Supplementary functions for tensor reshape and its reversal are also included.

Version: 0.1.1
Imports: tensorMiss, MEFM, RSpectra, stats, utils
Suggests: knitr, rmarkdown
Published: 2025-01-08
DOI: 10.32614/CRAN.package.KOFM
Author: Zetai Cen [aut, cre]
Maintainer: Zetai Cen <z.cen at lse.ac.uk>
License: GPL-3
NeedsCompilation: no
CRAN checks: KOFM results

Documentation:

Reference manual: KOFM.pdf
Vignettes: A-short-introduction-to-KOFM (source, R code)

Downloads:

Package source: KOFM_0.1.1.tar.gz
Windows binaries: r-devel: not available, r-release: KOFM_0.1.1.zip, r-oldrel: KOFM_0.1.1.zip
macOS binaries: r-release (arm64): KOFM_0.1.1.tgz, r-oldrel (arm64): KOFM_0.1.1.tgz, r-release (x86_64): KOFM_0.1.1.tgz, r-oldrel (x86_64): KOFM_0.1.1.tgz

Linking:

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