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+) <doi:10.48550/arXiv.2301.11675> accompanying the R package.
Version: 0.1.6 Depends: R (≥ 4.1.0) Imports: lpSolve, parallel, doParallel, foreach, MASS, fields, igraph, RColorBrewer Suggests: testthat (≥ 3.0.0) Published: 2024-01-23 DOI: 10.32614/CRAN.package.fnets Author: Matteo Barigozzi [aut], Haeran Cho [cre, aut], Dom Owens [aut] Maintainer: Haeran Cho <haeran.cho at bristol.ac.uk> License: GPL (≥ 3) NeedsCompilation: no Materials: README In views: TimeSeries CRAN checks: fnets results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=fnets to link to this page.
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