Tensor Regression with Envelope Structure and Three Generic Envelope Estimation Approaches

Provides three estimators for tensor response regression (TRR) and tensor predictor regression (TPR) models with tensor envelope structure. The three types of estimation approaches are generic and can be applied to any envelope estimation problems. The full Grassmannian (FG) optimization is often associated with likelihood-based estimation but requires heavy computation and good initialization; the one-directional optimization approaches (1D and ECD algorithms) are faster, stable and does not require carefully chosen initial values; the SIMPLS-type is motivated by the partial least squares regression and is computationally the least expensive.


Reference manual

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0.1.0 by Wenjing Wang, 9 months ago

Browse source code at https://github.com/cran/TRES

Authors: Wenjing Wang [aut, cre] <[email protected]> , Xin Zhang [aut, cre] <[email protected]>

Documentation:   PDF Manual  

GPL-3 license

Imports pracma, mvtnorm, methods

Depends on ManifoldOptim, rTensor, MASS

See at CRAN