fnets
Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
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+) <arXiv:2301.11675> accompanying the R package.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.6 |
rolling source/ R- | fnets_0.1.6.tar.gz |
423.3 KiB |
0.1.6 |
latest source/ R- | fnets_0.1.6.tar.gz |
423.3 KiB |
0.1.6 |
2026-04-23 source/ R- | fnets_0.1.6.tar.gz |
423.3 KiB |
0.1.6 |
2026-04-09 windows/windows R-4.5 | fnets_0.1.6.zip |
611.2 KiB |
Dependencies (latest)
Imports
Suggests
- testthat (>= 3.0.0)