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.


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Reference manual

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install.packages("TRMF")

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