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sufficientForecasting

0.1.0

Sufficient Forecasting using Factor Models

0packages depend
2.8Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Jing FuFirst published 2023-02-171 releasesCRAN page ↗GitHub ↗

The sufficient forecasting (SF) method is implemented by this package for a single time series forecasting using many predictors and a possibly nonlinear forecasting function. Assuming that the predictors are driven by some latent factors, the SF first conducts factor analysis and then performs sufficient dimension reduction on the estimated factors to derive predictive indices for forecasting. The package implements several dimension reduction approaches, including principal components (PC), sliced inverse regression (SIR), and directional regression (DR). Methods for dimension reduction are as described in: Fan, J., Xue, L. and Yao, J. (2017) doi:10.1016/j.jeconom.2017.08.009, Luo, W., Xue, L., Yao, J. and Yu, X. (2022) doi:10.1093/biomet/asab037 and Yu, X., Yao, J. and Xue, L. (2022) doi:10.1080/07350015.2020.1813589.

Install

Health

CRAN checks
13OK
Slowest check: 1.3 min · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
2
Dependencies · direct
Check history
  • OK2026-08-04
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 82 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
63%

Downloads

2.8K
CRAN downloads in the past year
Rank #15,373 · ~8/day · ~231/mo
Daily download trend is not available in this view yet.
14930 days
68290 days
2.8K1 year
Compare downloads with other packages →
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Repository

Repository
4Stars
1Forks
0Open issues
0Open PRs
0Releases
7Commits
2Contributors
License GPL-3.0 · 7 commits · Last activity 2023-02-17

Stars over time

2024-04-24 · 42026-07-07 · 4

Repository practices

Upstream repositoryBeta

5 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/jingfu1224/sufficientforecasting on 2026-08-09.

Reproducibility and dev environment (1)
data-raw/
CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Docs source (1)
README.Rmd
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (1)
R >= 2.10
Imports (2)
gamstats
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (6)
Maintainer (1)
Author, Maintainer
Authors (6)
Author, Maintainer
Author
Author
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-03-10 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2023-02-17
Total releases
1 / 3 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 2.10
Bundled data
78 KB / 1 file
Download size
97 KB
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("sufficientForecasting")
Fu, J., Fan, J., Luo, W., Xue, L., Yao, J., & Yu, X. (2023). sufficientForecasting: Sufficient Forecasting using Factor Models (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.sufficientForecasting

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 sufficientForecasting version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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