Temporally Regularized Matrix Factorization

Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputing values in short but high-dimensional time series. Uses regularized alternating least squares to compute the factorization, allows for several types of constraints on matrix factors and natively handles weighted and missing data.


Reference manual

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0.1.5 by Chad Hammerquist, 5 months ago

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

Authors: Chad Hammerquist [aut, cre] , Scentsy Inc [cph]

Documentation:   PDF Manual  

GPL-3 license

Imports Matrix, limSolve, generics

Suggests magrittr, knitr, rmarkdown

See at CRAN