sufficientForecasting

Sufficient Forecasting using Factor Models

CRAN Package

The sufficient forecasting (SF) method is implemented by this package for a single time series forecasting using many predictors and a possibly nonlinear forecasting function. Assuming that the predictors are driven by some latent factors, the SF first conducts factor analysis and then performs sufficient dimension reduction on the estimated factors to derive predictive indices for forecasting. The package implements several dimension reduction approaches, including principal components (PC), sliced inverse regression (SIR), and directional regression (DR). Methods for dimension reduction are as described in: Fan, J., Xue, L. and Yao, J. (2017) doi:10.1016/j.jeconom.2017.08.009, Luo, W., Xue, L., Yao, J. and Yu, X. (2022) doi:10.1093/biomet/asab037 and Yu, X., Yao, J. and Xue, L. (2022) doi:10.1080/07350015.2020.1813589.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 179 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 6 times.

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

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 2,698 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 11, 2024 with 29 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

  • Imports1 package
  • Suggests2 packages