Other packages > Find by keyword >

sufficientForecasting  

Sufficient Forecasting using Factor Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sufficientForecasting", "0.1.0")



Attach the package and use:
library("sufficientForecasting")
Maintained by
Jing Fu
[Scholar Profile | Author Map]
First Published: 2023-02-17
Latest Update: 2023-02-17
Description:
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>.
How to cite:
Jing Fu (2023). sufficientForecasting: Sufficient Forecasting using Factor Models. R package version 0.1.0, https://cran.r-project.org/web/packages/sufficientForecasting. Accessed 09 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited sufficientForecasting R package
View sufficientForecasting citation profile
Other R packages that sufficientForecasting depends, imports, suggests or enhances
Complete documentation for sufficientForecasting
Functions, R codes and Examples using the sufficientForecasting R package
Some associated functions: SF.CI . SF.DR . SF.PC . SF.SIR . SF . dataExample . getK . sufficientForecasting-package . 
Some associated R codes: SF.CI.R . SF.DR.R . SF.PC.R . SF.R . SF.SIR.R . css.R . dataExample.R . getK.R . sir.R . sufficientForecasting-package.R .  Full sufficientForecasting package functions and examples
Downloads during the last 30 days
03/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/08Downloads for sufficientForecasting1234567891011121314TrendBars

Today's Hot Picks in Authors and Packages

mmb  
Arbitrary Dependency Mixed Multivariate Bayesian Models
Supports Bayesian models with full and partial (hence arbitrary) dependencies between random variab ...
Download / Learn more Package Citations See dependency  
multitaper  
Spectral Analysis Tools using the Multitaper Method
Implements multitaper spectral analysis using discrete prolate spheroidal sequences (Slepians) and s ...
Download / Learn more Package Citations See dependency  
cvmdisc  
Cramer von Mises Tests for Discrete or Grouped Distributions
Implements Cramer-von Mises Statistics for testing fit to (1) fully specified discrete distributions ...
Download / Learn more Package Citations See dependency  
MultSurvTests  
Permutation Tests for Multivariate Survival Analysis
Multivariate version of the two-sample Gehan and logrank tests, as described in L.J Wei & J.M Lachin ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
fisheye  
Transform Base Maps Using Log-Azimuthal Projection
Base maps are transformed to focus on a specific location using an azimuthal logarithmic distance t ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA