testKron_auto {KOFM} | R Documentation |
Testing Kronecker product structure without specified modes
Description
Testing the Kronecker product structure of a tensor time series without a specified set of mode indices.
Usage
testKron_auto(
ten,
r = 0,
alpha = c(0.01, 0.05),
q = 0.05,
r.exact = FALSE,
all = FALSE
)
Arguments
ten |
An array representing an order-(K+1) tensor which is an order-K tensor time series with mode-1 being the time mode. |
r |
A vector representing the rank for 'ten'. |
alpha |
A vector representing the desired significance levels. Default is c(0.01, 0.05). |
q |
A number between 0 and 1, representing the quantile for the decision statistic. Default is 0.05. |
r.exact |
Logical. Perform the test only using 'r' if TRUE, otherwise using all divisor combinations of the last mode rank of the reshaped data. Default is FALSE. |
all |
Logical. when TRUE, all sets of mode indices are tested; otherwise each reshaped data using leave-one-out sets is sequentially tested. Default is FALSE. |
Value
A list containing the following: decision: a data frame with each row reporting the decision rule aggregated by quantile of parameter 'q' for different levels of alpha; the first column represents all non-trivial sets of mode indices to test if 'all' is TRUE, otherwise represents each mode to identify. level: a data frame with each row reporting an example test size aggregated by quantile of parameter 'q' for different levels of alpha; the first column represents all non-trivial sets of mode indices to test if 'all' is TRUE, otherwise represents each mode to identify. rank: a vector of integers representing either the input rank or the estimated rank used in testing.