IMR: Incomplete Matrix Regression

A framework for matrix completion and regression on response matrices with missing values. The model estimates missing entries using any combination of intercepts, row and column covariates, and a low-rank matrix approximation. It applies Lasso penalties on the covariates and a nuclear norm penalty on the low-rank component. It also adjusts for correlation within the rows and columns of the target matrix using similarity matrices. The framework is described in Fouda, Labbe and Oualkacha (2026) <doi:10.48550/arXiv.2606.26325>.

Version: 1.0.0
Depends: R (≥ 3.5)
Imports: fields, irlba, MASS, Matrix, methods, parallel, Rcpp, RSpectra, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, spelling, testthat (≥ 3.0.0)
Published: 2026-07-10
DOI: 10.32614/CRAN.package.IMR (may not be active yet)
Author: Khaled Fouda ORCID iD [aut, cre], Aurélie Labbe [ths, ctb], Karim Oualkacha [ths, ctb], Korbinian Strimmer [cph, ctb] (Authored original fast.svd R implementation in the corpcor package)
Maintainer: Khaled Fouda <khaled.fouda at hec.ca>
BugReports: https://github.com/khaledfouda/IMR/issues
License: GPL (≥ 3)
URL: https://github.com/khaledfouda/IMR
NeedsCompilation: yes
SystemRequirements: C++17
Language: en-US
Citation: IMR citation info
Materials: README, NEWS
CRAN checks: IMR results

Documentation:

Reference manual: IMR.html , IMR.pdf
Vignettes: Incomplete Matrix Regression (IMR) Vignette (source, R code)

Downloads:

Package source: IMR_1.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): IMR_1.0.0.tgz, r-oldrel (arm64): IMR_1.0.0.tgz, r-release (x86_64): IMR_1.0.0.tgz, r-oldrel (x86_64): not available

Linking:

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