MultiwayRegression1.2 package

Perform Tensor-on-Tensor Regression

Functions to predict one multi-way array (i.e., a tensor) from another multi-way array, using a low-rank CANDECOMP/PARAFAC (CP) factorization and a ridge (L_2) penalty [Lock, EF (2018) <doi:10.1080/10618600.2017.1401544>]. Also includes functions to sample from the Bayesian posterior of a tensor-on-tensor model.

  • Maintainer: Eric F. Lock
  • License: GPL-3
  • Last published: 2019-05-31