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fnets  

Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
View on CRAN: Click here


Download and install fnets package within the R console
Install from CRAN:
install.packages("fnets")

Install from Github:
library("remotes")
install_github("cran/fnets")

Install by package version:
library("remotes")
install_version("fnets", "0.1.6")



Attach the package and use:
library("fnets")
Maintained by
Haeran Cho
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-01-26
Latest Update: 2024-01-23
Description:
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+) for further descriptions of FNETS methodology and Owens, Cho and Barigozzi (2024+) accompanying the R package.
How to cite:
Haeran Cho (2023). fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series. R package version 0.1.6, https://cran.r-project.org/web/packages/fnets. Accessed 03 Dec. 2024.
Previous versions and publish date:
0.1.1 (2023-01-26 19:40), 0.1.2 (2023-01-31 18:00), 0.1.3 (2023-06-08 17:10), 0.1.4 (2023-07-04 13:33), 0.1.5 (2023-07-17 10:40)
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