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

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.4 by Chad Hammerquist, 23 days 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