data.restricted |
Simulated data from the restricted factor-adjusted vector autoregression model |
data.unrestricted |
Simulated data from the unrestricted factor-adjusted vector autoregression model |
factor.number |
Factor number selection methods |
fnets |
Factor-adjusted network estimation |
fnets.factor.model |
Factor model estimation |
fnets.var |
'l1'-regularised Yule-Walker estimation for VAR processes |
network |
Convert networks into igraph objects |
network.fnets |
Convert networks estimated by fnets into igraph objects |
par.lrpc |
Parametric estimation of long-run partial correlations of factor-adjusted VAR processes |
plot.factor.number |
Plot factor number |
plot.fnets |
Plotting the networks estimated by fnets |
plot.threshold |
Plotting the thresholding procedure |
predict.fm |
Forecasting for factor models |
predict.fnets |
Forecasting by fnets |
print.factor.number |
Print factor number |
print.fm |
Print factor model |
print.fnets |
Print fnets |
print.threshold |
Print threshold |
sim.restricted |
Simulate data from a restricted factor model |
sim.unrestricted |
Simulate data from an unrestricted factor model |
sim.var |
Simulate a VAR(1) process |
threshold |
Threshold the entries of the input matrix at a data-driven level |