Methods for Fitting Network Time Series Models

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Documentation for package ‘GNAR’ version 1.1.3

Help Pages

active_node_plot Produces an active node matrix heat-map.
AIC.GNARfit Akaike's Information Criterion for GNAR models
as.GNARnet Functions to check and create GNARnet objects
as.matrix.GNARnet Converts a GNAR networks into a weighted adjacency matrix
BIC.GNARfit Bayesian Information Criterion for GNAR models
coef.GNARfit Function to return coefficients of GNARfit objects
corbit_plot Corbit (correlation-orbit) plot, which aids model selection by visualising network autocorrelation and partial network autocorrelation.
cross_correlation_plot Produces a local neighbourhood relevance plot based on the distances in the underlying network.
fitted.GNARfit Function to return fitted values of GNARfit objects
fiveNet Example Network Time Series
fiveNode Example Network Time Series
fiveVTS Example Network Time Series
gdpVTS Differenced GDP values for 35 countries
get_k_stages_adjacency_tensor Computes a list of r-stage adjacency matrices.
GNAR GNAR package
GNARdesign Function to create the GNAR design matrix
GNARfit Fitting function for GNAR models
GNARsim Simulates a GNAR process
GNARtoigraph Converts a GNAR network to a weighted igraph object
GNARXdesign Function to create the GNARX design matrix
GNARXfit Fitting function for GNARX models
GNARXsim Simulates a GNARX process
igraphtoGNAR Converts an igraph to GNAR network
is.GNARfit Function to check GNARfit objects
is.GNARnet Functions to check and create GNARnet objects
local_relevance_plot Produces a local neighbourhood relevance plot based on the distances in the underlying network.
logLik.GNARfit Log-likelihood method for GNARfit objects
logMVbedMVC.vts Number of COVID19 admission to mechanical ventilation beds
matrixtoGNAR Converts an adjacency matrix to GNAR network
na.row Identifies which rows of a matrix have NAs
nacf Computes the Network Autocorrelation Function (NACF)
NHSTrustMVCAug120.net Constructed network linking 140 NHS Trusts in England and Wales
nobs.GNARfit Function to return the number of observations input to GNARfit objects
node_relevance_plot Produces a node relevance plot, which compares the impact each node has on the network autocorrelation once a model order has been chosen.
NofNeighbours Calculates stage-neighbours of a network
plot.GNARnet Plot function for GNAR networks
pnacf Computes the Partial Network Autocorrelation Function (PNACF)
predict.GNARfit Prediction of a GNARfit object
print.GNARfit Function to print the model and coefficients of GNARfit objects
print.GNARnet Print function for GNAR networks
residToMat Converts the output of a GNARfit call to fitted and residual value matrices
residuals.GNARfit Function to return residuals of GNARfit objects
seed.nos Vector of seed numbers
seedToNet Produces a random network from a seed value
simulate.GNARfit Function to simulate from a GNARfit object
summary.GNARfit Returns model summary for a GNAR model fit
summary.GNARnet Summary function for GNAR networks
vcov.GNARfit Calculate variance-covariance matrix for a itted GNARfit object
vswind Wind Speed example network time series
vswindcoords Wind Speed example network time series
vswindnames Wind Speed example network time series
vswindnet Wind Speed example network time series
vswindnetD Wind Speed example network time series
vswindts Wind Speed example network time series
wagner_plot Produces a Wagner plot for the specified choice of covariates and/or time slices.
weights_matrix Computes the weights matrix corresponding to the GNAR network object linked to the vector time series.
windnetplot Produce bespoke plot of the wind data network