{
  "_id": "6a25123c4b233be19838a304",
  "Package": "fnets",
  "Type": "Package",
  "Title": "Factor-Adjusted Network Estimation and Forecasting for\nHigh-Dimensional Time Series",
  "Version": "0.2.0",
  "Authors@R": "c(\nperson(\"Matteo\", \"Barigozzi\", email = \"matteo.barigozzi@unibo.it\", role = \"aut\"),\nperson(\"Haeran\", \"Cho\", email = \"haeran.cho@bristol.ac.uk\", role = c(\"cre\", \"aut\")),\nperson(\"Dom\", \"Owens\", email = \"dom.owens@bristol.ac.uk\", role = \"aut\"))",
  "Maintainer": "Haeran Cho <haeran.cho@bristol.ac.uk>",
  "BugReports": "https://github.com/haeran-cho/fnets/issues",
  "URL": "https://github.com/haeran-cho/fnets/",
  "Description": "Implements methods for network estimation and forecasting\nof high-dimensional time series exhibiting strong serial and\ncross-sectional correlations under a factor-adjusted vector\nautoregressive model. See Barigozzi, Cho and Owens (2024)\n<doi:10.1080/07350015.2023.2257270> for further descriptions of\nFNETS methodology and Owens, Cho and Barigozzi (2024)\n<arXiv:2301.11675> accompanying the R package.",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "License": "GPL (>= 3)",
  "RoxygenNote": "7.3.1",
  "Config/testthat/edition": "3",
  "Config/pak/sysreqs": "libglpk-dev libxml2-dev",
  "Repository": "https://haeran-cho.r-universe.dev",
  "Date/Publication": "2024-11-20 10:59:28 UTC",
  "RemoteUrl": "https://github.com/haeran-cho/fnets",
  "RemoteRef": "HEAD",
  "RemoteSha": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-06-07 06:34:13 UTC",
    "User": "root"
  },
  "Author": "Matteo Barigozzi [aut],\nHaeran Cho [cre, aut],\nDom Owens [aut]",
  "MD5sum": "79adce1086734f5ebe2b9b9cf747e878",
  "_user": "haeran-cho",
  "_type": "src",
  "_file": "fnets_0.2.0.tar.gz",
  "_fileid": "f43b07afc46e370dd8f1258943a5122a979b6652ca1d38e8a3fb2745c17c4db0",
  "_filesize": 594713,
  "_sha256": "f43b07afc46e370dd8f1258943a5122a979b6652ca1d38e8a3fb2745c17c4db0",
  "_created": "2026-06-07T06:34:13.000Z",
  "_published": "2026-06-07T06:39:56.075Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 79937809128,
      "time": 181,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "WARNING",
      "artifact": "7461519372"
    },
    {
      "job": 79937809138,
      "time": 202,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "WARNING",
      "artifact": "7461521748"
    },
    {
      "job": 79937809146,
      "time": 175,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "WARNING",
      "artifact": "7461518818"
    },
    {
      "job": 79937809131,
      "time": 174,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "WARNING",
      "artifact": "7461518207"
    },
    {
      "job": 79937809169,
      "time": 133,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "WARNING",
      "artifact": "7461512592"
    },
    {
      "job": 79937809168,
      "time": 227,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "WARNING",
      "artifact": "7461525048"
    },
    {
      "job": 79937809139,
      "time": 154,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "WARNING",
      "artifact": "7461515309"
    },
    {
      "job": 79937809158,
      "time": 300,
      "config": "macos-release-x86_64",
      "r": "4.6.0",
      "check": "WARNING",
      "artifact": "7461534062"
    },
    {
      "job": 79937625819,
      "time": 178,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7461494328"
    },
    {
      "job": 79937809116,
      "time": 116,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7461509955"
    },
    {
      "job": 79937809133,
      "time": 162,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "WARNING",
      "artifact": "7461516243"
    },
    {
      "job": 79937809126,
      "time": 158,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "WARNING",
      "artifact": "7461515881"
    },
    {
      "job": 79937809135,
      "time": 200,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "WARNING",
      "artifact": "7461521831"
    }
  ],
  "_buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/haeran-cho/fnets",
  "_commit": {
    "id": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
    "author": "Haeran Cho <haeran.cho@gmail.com>",
    "committer": "GitHub <noreply@github.com>",
    "message": "Merge pull request #4 from DylanDijk/main\n\nnow forecasting using truncated data",
    "time": 1732100368
  },
  "_maintainer": {
    "name": "Haeran Cho",
    "email": "haeran.cho@bristol.ac.uk",
    "login": "haeran-cho",
    "description": "",
    "uuid": 39281244
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 4.1.0",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "lpSolve",
      "role": "Imports"
    },
    {
      "package": "parallel",
      "role": "Imports"
    },
    {
      "package": "doParallel",
      "role": "Imports"
    },
    {
      "package": "foreach",
      "role": "Imports"
    },
    {
      "package": "MASS",
      "role": "Imports"
    },
    {
      "package": "fields",
      "role": "Imports"
    },
    {
      "package": "igraph",
      "role": "Imports"
    },
    {
      "package": "RColorBrewer",
      "role": "Imports"
    },
    {
      "package": "glmnet",
      "role": "Imports"
    },
    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "Matrix",
      "role": "Imports"
    },
    {
      "package": "Rcpp",
      "role": "Imports"
    },
    {
      "package": "plyr",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    }
  ],
  "_owner": "haeran-cho",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_topics": [
    "factor-models",
    "forecasting",
    "high-dimensional",
    "network-estimation",
    "time-series",
    "vector-autoregression",
    "cpp"
  ],
  "_stars": 10,
  "_contributors": [
    {
      "user": "haeran-cho",
      "count": 93,
      "uuid": 39281244
    },
    {
      "user": "dylandijk",
      "count": 13,
      "uuid": 73529576
    },
    {
      "user": "dom-owens-uob",
      "count": 4,
      "uuid": 56118457
    }
  ],
  "_userbio": {
    "uuid": 39281244,
    "type": "user",
    "name": "Haeran Cho"
  },
  "_downloads": {
    "count": 241,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/fnets"
  },
  "_devurl": "https://github.com/haeran-cho/fnets",
  "_searchresults": 39,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/fnets.html",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/haeran-cho/fnets",
  "_realowner": "haeran-cho",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.1.1",
      "date": "2023-01-26"
    },
    {
      "version": "0.1.2",
      "date": "2023-01-31"
    },
    {
      "version": "0.1.3",
      "date": "2023-06-08"
    },
    {
      "version": "0.1.4",
      "date": "2023-07-04"
    },
    {
      "version": "0.1.5",
      "date": "2023-07-17"
    },
    {
      "version": "0.1.6",
      "date": "2024-01-23"
    }
  ],
  "_exports": [
    "cv_trunc",
    "factor.number",
    "fnets",
    "fnets.factor.model",
    "fnets.var",
    "network",
    "par.lrpc",
    "sim.restricted",
    "sim.unrestricted",
    "sim.var",
    "threshold"
  ],
  "_datasets": [
    {
      "name": "data.restricted",
      "title": "Simulated data from the restricted factor-adjusted vector autoregression model",
      "object": "data.restricted",
      "class": [
        "mts",
        "ts",
        "matrix"
      ],
      "fields": [
        "Series 1",
        "Series 2",
        "Series 3",
        "Series 4",
        "Series 5",
        "Series 6",
        "Series 7",
        "Series 8",
        "Series 9",
        "Series 10",
        "Series 11",
        "Series 12",
        "Series 13",
        "Series 14",
        "Series 15",
        "Series 16",
        "Series 17",
        "Series 18",
        "Series 19",
        "Series 20",
        "Series 21",
        "Series 22",
        "Series 23",
        "Series 24",
        "Series 25",
        "Series 26",
        "Series 27",
        "Series 28",
        "Series 29",
        "Series 30",
        "Series 31",
        "Series 32",
        "Series 33",
        "Series 34",
        "Series 35",
        "Series 36",
        "Series 37",
        "Series 38",
        "Series 39",
        "Series 40",
        "Series 41",
        "Series 42",
        "Series 43",
        "Series 44",
        "Series 45",
        "Series 46",
        "Series 47",
        "Series 48",
        "Series 49",
        "Series 50"
      ],
      "rows": 500,
      "table": true,
      "tojson": true
    },
    {
      "name": "data.unrestricted",
      "title": "Simulated data from the unrestricted factor-adjusted vector autoregression model",
      "object": "data.unrestricted",
      "class": [
        "mts",
        "ts",
        "matrix"
      ],
      "fields": [
        "Series 1",
        "Series 2",
        "Series 3",
        "Series 4",
        "Series 5",
        "Series 6",
        "Series 7",
        "Series 8",
        "Series 9",
        "Series 10",
        "Series 11",
        "Series 12",
        "Series 13",
        "Series 14",
        "Series 15",
        "Series 16",
        "Series 17",
        "Series 18",
        "Series 19",
        "Series 20",
        "Series 21",
        "Series 22",
        "Series 23",
        "Series 24",
        "Series 25",
        "Series 26",
        "Series 27",
        "Series 28",
        "Series 29",
        "Series 30",
        "Series 31",
        "Series 32",
        "Series 33",
        "Series 34",
        "Series 35",
        "Series 36",
        "Series 37",
        "Series 38",
        "Series 39",
        "Series 40",
        "Series 41",
        "Series 42",
        "Series 43",
        "Series 44",
        "Series 45",
        "Series 46",
        "Series 47",
        "Series 48",
        "Series 49",
        "Series 50"
      ],
      "rows": 500,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "acf_no_center",
      "title": "Sample Covariance Function Without Centering",
      "topics": [
        "acf_no_center"
      ]
    },
    {
      "page": "cv_trunc",
      "title": "Truncate data, with truncation parameter chosen by cross-validation.",
      "topics": [
        "cv_trunc"
      ]
    },
    {
      "page": "data.restricted",
      "title": "Simulated data from the restricted factor-adjusted vector autoregression model",
      "topics": [
        "data.restricted"
      ]
    },
    {
      "page": "data.unrestricted",
      "title": "Simulated data from the unrestricted factor-adjusted vector autoregression model",
      "topics": [
        "data.unrestricted"
      ]
    },
    {
      "page": "factor.number",
      "title": "Factor number selection methods",
      "topics": [
        "factor.number"
      ]
    },
    {
      "page": "fnets",
      "title": "Factor-adjusted network estimation",
      "topics": [
        "fnets"
      ]
    },
    {
      "page": "fnets.factor.model",
      "title": "Factor model estimation",
      "topics": [
        "fnets.factor.model"
      ]
    },
    {
      "page": "fnets.var",
      "title": "'l1'-regularised Yule-Walker estimation for VAR processes",
      "topics": [
        "fnets.var"
      ]
    },
    {
      "page": "network",
      "title": "Convert networks into igraph objects",
      "topics": [
        "network"
      ]
    },
    {
      "page": "network.fnets",
      "title": "Convert networks estimated by fnets into igraph objects",
      "topics": [
        "network.fnets"
      ]
    },
    {
      "page": "par.lrpc",
      "title": "Parametric estimation of long-run partial correlations of factor-adjusted VAR processes",
      "topics": [
        "par.lrpc"
      ]
    },
    {
      "page": "plot.factor.number",
      "title": "Plot factor number",
      "topics": [
        "plot.factor.number"
      ]
    },
    {
      "page": "plot.fnets",
      "title": "Plotting the networks estimated by fnets",
      "topics": [
        "plot.fnets"
      ]
    },
    {
      "page": "plot.threshold",
      "title": "Plotting the thresholding procedure",
      "topics": [
        "plot.threshold"
      ]
    },
    {
      "page": "predict.fm",
      "title": "Forecasting for factor models",
      "topics": [
        "predict.fm"
      ]
    },
    {
      "page": "predict.fnets",
      "title": "Forecasting by fnets",
      "topics": [
        "predict.fnets"
      ]
    },
    {
      "page": "print.factor.number",
      "title": "Print factor number",
      "topics": [
        "print.factor.number"
      ]
    },
    {
      "page": "print.fm",
      "title": "Print factor model",
      "topics": [
        "print.fm"
      ]
    },
    {
      "page": "print.fnets",
      "title": "Print fnets",
      "topics": [
        "print.fnets"
      ]
    },
    {
      "page": "print.threshold",
      "title": "Print threshold",
      "topics": [
        "print.threshold"
      ]
    },
    {
      "page": "sim.restricted",
      "title": "Simulate data from a restricted factor model",
      "topics": [
        "sim.restricted"
      ]
    },
    {
      "page": "sim.unrestricted",
      "title": "Simulate data from an unrestricted factor model",
      "topics": [
        "sim.unrestricted"
      ]
    },
    {
      "page": "sim.var",
      "title": "Simulate a VAR(1) process",
      "topics": [
        "sim.var"
      ]
    },
    {
      "page": "threshold",
      "title": "Threshold the entries of the input matrix at a data-driven level",
      "topics": [
        "threshold"
      ]
    },
    {
      "page": "truncateAndComputeCovariance_lag",
      "title": "Sample Covariance Function Without Centering, after truncating data.",
      "topics": [
        "truncateAndComputeCovariance_lag"
      ]
    }
  ],
  "_readme": "https://github.com/haeran-cho/fnets/raw/HEAD/README.md",
  "_rundeps": [
    "cli",
    "codetools",
    "cpp11",
    "doParallel",
    "dotCall64",
    "fields",
    "foreach",
    "glmnet",
    "glue",
    "igraph",
    "iterators",
    "lattice",
    "lifecycle",
    "lpSolve",
    "magrittr",
    "maps",
    "MASS",
    "Matrix",
    "pkgconfig",
    "plyr",
    "RColorBrewer",
    "Rcpp",
    "RcppEigen",
    "rlang",
    "shape",
    "spam",
    "survival",
    "vctrs",
    "viridisLite"
  ],
  "_sysdeps": [
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    }
  ],
  "_score": 4.5910646070264995,
  "_indexed": true,
  "_nocasepkg": "fnets",
  "_universes": [
    "haeran-cho"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.2.0",
      "date": "2026-06-07T06:36:36.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "5ec491ffd9895f503010ef4c10dfea71b4c58e9271f61cb0bd715f16a7c84dcb",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.2.0",
      "date": "2026-06-07T06:36:50.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "422f99733b740e146b2796a20e8e35ca1f94f8972aeaf657e1fd1b02e1a274eb",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.2.0",
      "date": "2026-06-07T06:36:35.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "9516d262eccc9afef35826f6f1e0d3b1c49f6ff18c89011217da3f9fdfb200e3",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.2.0",
      "date": "2026-06-07T06:36:25.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "c6d0e5fbf550d101484ec0710fe3d9706289266deb60b75340fa9c8f42cec2f5",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.2.0",
      "date": "2026-06-07T06:35:48.000Z",
      "arch": "aarch64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "59e9ac589f5f51522dd3ca9676c342a440d8a10793ac4ec7777fb5ef978b7d8c",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.2.0",
      "date": "2026-06-07T06:36:46.000Z",
      "arch": "x86_64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "fa1b053c1d373c8396a95b98b32415a7cb5d6aa4b181f21103b166cce17a6002",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.2.0",
      "date": "2026-06-07T06:36:03.000Z",
      "arch": "aarch64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "2d8bccfcdd451ebc3357ad5647777e5279819027c3cab2fa50fe522e4d54b9e4",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.2.0",
      "date": "2026-06-07T06:37:35.000Z",
      "arch": "x86_64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "2890cee69d4cf413d471760926faed6e62d6960b41bbfe22ada73ba0cee3a3b1",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.2.0",
      "date": "2026-06-07T06:36:25.000Z",
      "arch": "emscripten",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "622926c08810a9e6ec876646adfaebf8d3b83bbf218b2893ba7e4045a0d094fd",
      "status": "success",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.2.0",
      "date": "2026-06-07T06:35:34.000Z",
      "arch": "x86_64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "cedbe424779f4086781d7a2a9ada42c7c67e82e1dd4708fe3deac754a8284a0b",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.2.0",
      "date": "2026-06-07T06:35:27.000Z",
      "arch": "x86_64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "64fb5e986e3f5d3f98b6bc2a65bf25b5b15fe3e1d489f77469e5704c91508e2a",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.2.0",
      "date": "2026-06-07T06:35:47.000Z",
      "arch": "x86_64",
      "commit": "89da3c3b593d8252e5ffac9cb865bcc9e88c1fe2",
      "fileid": "c7374b9043d53fd6205309f22fdfe6f5a47d965c1a283b3f9ad003bb22f36e0e",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/haeran-cho/actions/runs/27084996446"
    }
  ]
}