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sufficientForecasting

0.1.0Package record

Sufficient Forecasting using Factor Models

0packages depend
2.9Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Changes in 0.1.0
  • Added a NEWS.md file to track changes to the package.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 1.2 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-10-25
  • ERROR12 OK, 1 ERROR2026-10-24
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMEYes · 82 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 0.1.0Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
8 (1 internal)includes a package overview page
Examples that run
100%5 run in a plain check
Exported functions with examples
83%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
63%
Vignettes (1)

Downloads

2.9K
CRAN downloads in the past year
Rank #16,857 · ~8/day · ~244/mo
Daily download trend is not available in this view yet.
27230 days
75590 days
2.9K1 year
Compare downloads with other packages →
Also on102 r2u4 autocran31 c2d4u

Repository

4Stars
1Forks
0Open issues
0Open PRs
0Releases
7Commits
2Commit identities
License file reads as GPL-3.0 · 7 commits · Last activity 2023-02-17 · 0% stars, 30d
Responsiveness
not measured

Stars over time

2024-04-24 · 42026-07-07 · 4
PracticesBeta

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

Checks run against github.com/jingfu1224/sufficientforecasting on 2026-10-21.

Docs source (1)
README.Rmd
Reproducibility and dev environment (1)
data-raw/
CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing sufficientForecasting adds 3 packages (1 with compiled code, 579 KB of source tarballs). Heaviest: iterators 293 KB, gam 198 KB, foreach 88 KB.

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.

Datasets

People & History

People (6)
Author, Maintainer since 0.1.0 (2023)
Author
Author
Releases (1)
  • 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
  • R
    R 4.3.0 released · 2023-04-21
  • 0.1.0Latest
    2023-02-17 · current release
  • R
    R 4.2.0 released · 2022-04-22

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
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 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 sufficientForecasting version 0.1.0 [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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