Sufficient Forecasting using Factor Models

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Documentation for package ‘sufficientForecasting’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

dataExample	A simulated dataset
getK	Estimate the number of common factors K
SF	Select a method from PC, SIR and DR to do point prediction
SF.CI	Conformal inference of the sufficient forecasting
SF.DR	Directional regression for sufficient forecasting
SF.PC	Principal component regression for sufficient forecasting
SF.SIR	Sliced inverse regression for sufficient forecasting