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]
All associated links for this package
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
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
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

gclus  
Clustering Graphics
Orders panels in scatterplot matrices and parallel coordinate displays by some merit index. Package ...
Download / Learn more Package Citations See dependency  
MatrixEQTL  
Matrix eQTL: Ultra Fast eQTL Analysis via Large Matrix Operations
Matrix eQTL is designed for fast eQTL analysis on large datasets. Matrix eQTL can test for associat ...
Download / Learn more Package Citations See dependency  
CompoundEvents  
Statistical Modeling of Compound Events
Tools for extracting occurrences, assessing potential driving factors, predicting occurrences, and q ...
Download / Learn more Package Citations See dependency  
multiocc  
Fits Multivariate Spatio-Temporal Occupancy Model
Spatio-temporal multivariate occupancy models can handle multiple species in occupancy models. This ...
Download / Learn more Package Citations See dependency  
stagePop  
Modelling the Population Dynamics of a Stage-Structured Species in Continuous Time
Provides facilities to implement and run population models of stage-structured species... ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns