fnets
Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
Implements methods for network estimation and forecasting of high-dimensional time series exhibiting strong serial and cross-sectional correlations under a factor-adjusted vector autoregressive model. See Barigozzi, Cho and Owens (2024+) doi:10.1080/07350015.2023.2257270 for further descriptions of FNETS methodology and Owens, Cho and Barigozzi (2024+) doi:10.48550/arXiv.2301.11675 accompanying the R package.
- Version0.1.6
- R version≥ 4.1.0
- LicenseGPL (≥ 3)
- Needs compilation?No
- Barigozzi, Cho and Owens (2024+)
- Owens, Cho and Barigozzi (2024+)
- Last release01/23/2024
Documentation
Team
Haeran Cho
Matteo Barigozzi
Show author detailsRolesAuthorDom Owens
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports7 packages
- Suggests1 package