A robust Parafac model for compositional data

A robust Tucker3 model for three-way compositional data is presented. The algorithm to compute the Tucker3 parameters is based on ALS procedure implemented with robust alternative measures as Comedian and correlation median. The algorithm is able to capture the features of the complex structure, avoiding the information loss problem that occurs when two-way analysis techniques are adopted and the outliers effects. Some evidences are illustrated performing the model to macroeconomic compositional data.