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fnets

0.1.6Package record

Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series

0packages depend
3.3Kdownloads / year
79.2%test coverage
11/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Haeran Cho <haeran.cho@bristol.ac.uk>’

The Description field contains
  methodology and Owens, Cho and Barigozzi (2024+) <arXiv:2301.11675>
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

CRAN check page ↗

Slowest check: 3.6 min · r-oldrel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 0.1.6
READMEYes · 162 wordsVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
40 (18 internal)
Examples that run
48%10 run in a plain check · 6 only when donttest examples are enabled (R CMD check --as-cran) · 5 never run
Exported functions with examples
90%
Documented parameters
85%
Return-value docs
90%
Help pages citing references
35%

Downloads

3.3K
CRAN downloads in the past year
Rank #10,869 · ~9/day · ~279/mo
Daily download trend is not available in this view yet.
35430 days
97190 days
3.3K1 year
Compare downloads with other packages →
Also on91 r2u6 autocran52 c2d4u

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing fnets adds 20 packages (12 with compiled code, 21 MB of source tarballs). Heaviest: igraph 4.8 MB, fields 3.9 MB, spam 3.1 MB.

Depends (1)
R >= 4.1.0
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (3)
Maintainer since 0.1.1 (2023), Author
Author
Releases (6)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 0.1.6Latest
    record
    2024-01-23 · current release · diff ↗
  • 0.1.5
    record
    2023-07-17 · diff ↗
  • 0.1.4
    record
    2023-07-04 · diff ↗
  • 0.1.3
    record
    2023-06-08 · diff ↗ ·
    removed 2 exports
    common.predict, idio.predict
    added 1 export
    network
  • R
    R 4.3.0 released · 2023-04-21
  • 0.1.2
    record
    2023-01-31 · diff ↗
  • 0.1.1
    record
    2023-01-26
  • R
    R 4.2.0 released · 2022-04-22

Package metadata

First published
2023-01-26
Total releases
6 / 3 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 4.1.0
Bundled data
380 KB / 2 files
Download size
424 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("fnets")
Cho, H., Barigozzi, M., & Owens, D. (2024). fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Version 0.1.6) [Computer software]. https://doi.org/10.32614/CRAN.package.fnets

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for fnets version 0.1.6 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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