fnets

Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series

CRAN Package

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.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 217 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 16 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
10 downloadsMar 4, 2025
17 downloadsMar 5, 2025
8 downloadsMar 6, 2025
6 downloadsMar 7, 2025
3 downloadsMar 8, 2025
1 downloadsMar 9, 2025
3 downloadsMar 10, 2025
12 downloadsMar 11, 2025
12 downloadsMar 12, 2025
9 downloadsMar 13, 2025
4 downloadsMar 14, 2025
16 downloadsMar 15, 2025
1 downloadsMar 16, 2025
8 downloadsMar 17, 2025
6 downloadsMar 18, 2025
4 downloadsMar 19, 2025
13 downloadsMar 20, 2025
7 downloadsMar 21, 2025
5 downloadsMar 22, 2025
6 downloadsMar 23, 2025
6 downloadsMar 24, 2025
5 downloadsMar 25, 2025
8 downloadsMar 26, 2025
3 downloadsMar 27, 2025
13 downloadsMar 28, 2025
0 downloadsMar 29, 2025
5 downloadsMar 30, 2025
4 downloadsMar 31, 2025
6 downloadsApr 1, 2025
16 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
0
17

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,065 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 24, 2024 with 35 downloads.

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