<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Robust Factor Analysis for Tensor Time Series</dc:title>
  <dc:title>R package RTFA version 0.1.0</dc:title>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc:description>Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order tensor time series, and have wide applications in economics, finance and medical imaging. We propose an one-step projection estimator by minimizing the least-square loss function, and further propose a robust estimator with an iterative weighted projection technique by utilizing the Huber loss function. The methods are discussed in Barigozzi et al. (2022) &lt;arXiv:2206.09800&gt;, and Barigozzi et al. (2023) &lt;arXiv:2303.18163&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0)</dc:relation>
  <dc:relation>Imports: rTensor, tensor</dc:relation>
  <dc:creator>Lingxiao Li &lt;lilingxiao@mail.sdu.edu.cn&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Matteo Barigozzi [aut],
  Yong He [aut],
  Lorenzo Trapani [aut],
  Lingxiao Li [aut, cre]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2023-04-10</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=RTFA</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.RTFA</dc:identifier>
</oai_dc:dc>
