IDLFM: Individual Dynamic Latent Factor Model
A personalized dynamic latent factor model (Zhang et al. (2024) <doi:10.1093/biomet/asae015>) for irregular multi-resolution time series data, to interpolate unsampled measurements from low-resolution time series.
| Version: |
1.0.0 |
| Depends: |
R (≥ 4.4.0) |
| Imports: |
stats, methods, splines, SparseArray |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2025-05-11 |
| DOI: |
10.32614/CRAN.package.IDLFM |
| Author: |
Siyang Liu [aut, cre],
Jiuchen Zhang [aut],
Annie Qu [aut] |
| Maintainer: |
Siyang Liu <liusiyang.lucia at gmail.com> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| CRAN checks: |
IDLFM results |
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