Package: fnets
Type: Package
Title: Factor-Adjusted Network Estimation and Forecasting for
        High-Dimensional Time Series
Version: 0.1.6
Authors@R: c(
    person("Matteo", "Barigozzi", email = "matteo.barigozzi@unibo.it", role = "aut"),
    person("Haeran", "Cho", email = "haeran.cho@bristol.ac.uk", role = c("cre", "aut")),
    person("Dom", "Owens", email = "dom.owens@bristol.ac.uk", role = "aut"))
Maintainer: Haeran Cho <haeran.cho@bristol.ac.uk>
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+) <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.
Depends: R (>= 4.1.0)
Imports: lpSolve, parallel, doParallel, foreach, MASS, fields, igraph,
        RColorBrewer
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.1
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2024-01-23 08:17:08 UTC; h
Author: Matteo Barigozzi [aut],
  Haeran Cho [cre, aut],
  Dom Owens [aut]
Repository: CRAN
Date/Publication: 2024-01-23 09:30:03 UTC
Built: R 4.6.0; ; 2026-04-27 16:56:53 UTC; unix
