Temporally Regularized Matrix Factorization


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Documentation for package ‘TRMF’ version 0.2.1

Help Pages

coef.TRMF Extract TRMF Coefficients (Fm)
components.TRMF Access TRMF factors
create_TRMF Create a TRMF object
fitted.TRMF Extract TRMF fitted values.
impute_TRMF Impute missing values in a matrix
NormalizeMatrix Matrix Scaling
plot.TRMF Plot Latent Time Series for a TRMF Object
predict.TRMF Predict method for TRMF model fit
residuals.TRMF Extract TRMF residuals
retrain Retrain TRMF objects.
summary.TRMF Summarize TRMF
train.TRMF Train a TRMF model
TRMF_ar Add an Auto-Regressive Regularization Model to a TRMF Object.
TRMF_columns Add a column regularization model to TRMF object
TRMF_regression Add external regressors to TRMF object
TRMF_seasonal Add seasonal regularization model to a TRMF object
TRMF_simple Add L2 regularization model to a TRMF object
TRMF_trend Add Trend Model to a TRMF Object