TRMF: 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.

Version: 0.1.5
Imports: Matrix (≥ 1.3-3), limSolve, generics
Suggests: magrittr, knitr, rmarkdown
Published: 2021-08-16
Author: Chad Hammerquist [aut, cre], Scentsy Inc [cph]
Maintainer: Chad Hammerquist <chammerquist at scentsy.com>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: TRMF results

Downloads:

Reference manual: TRMF.pdf
Vignettes: TRMF (Temporally Regularized Matrix Factorization)
Package source: TRMF_0.1.5.tar.gz
Windows binaries: r-devel: TRMF_0.1.5.zip, r-release: TRMF_0.1.5.zip, r-oldrel: TRMF_0.1.5.zip
macOS binaries: r-release (arm64): TRMF_0.1.5.tgz, r-release (x86_64): TRMF_0.1.5.tgz, r-oldrel: TRMF_0.1.5.tgz
Old sources: TRMF archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TRMF to link to this page.