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: 0.2.1
Imports: Matrix (≥ 1.3-3), limSolve, generics
Suggests: magrittr, knitr, rmarkdown
Published: 2024-06-13
DOI: 10.32614/CRAN.package.TRMF
Author: Chad Hammerquist [aut, cre], Scentsy Inc [cph]
Maintainer: Chad Hammerquist <chammerquist at>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
In views: MissingData
CRAN checks: TRMF results


Reference manual: TRMF.pdf
Vignettes: TRMF (Temporally Regularized Matrix Factorization)


Package source: TRMF_0.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): TRMF_0.2.1.tgz, r-oldrel (arm64): TRMF_0.2.1.tgz, r-release (x86_64): TRMF_0.2.1.tgz, r-oldrel (x86_64): TRMF_0.2.1.tgz
Old sources: TRMF archive


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