fle | Factor loading error |
miss_factor_est | Estimation of tensor factor models with missing data |
miss_gen | Assignment of missingness to tensor time series |
qMSE | Quantile relative squared error |
refold | Tensor refolding |
sigmaD | HAC covariance estimator for asymptotic normality on each row j of loading matrix estimator |
tensor_gen | Data generation of tensor time series with factor structure |
ttm | Mode k product with matrix |
unfold | Tensor unfolding |