Package: fnets
Type: Package
Title: Factor-Adjusted Network Estimation and Forecasting for
        High-Dimensional Time Series
Version: 0.2.0
Authors@R: c(
    person("Matteo", "Barigozzi", email = "matteo.barigozzi@unibo.it", role = "aut"),
    person("Haeran", "Cho", email = "haeran.cho@bristol.ac.uk", role = c("cre", "aut")),
    person("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
        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.
Depends: R (>= 4.1.0)
Imports: lpSolve, parallel, doParallel, foreach, MASS, fields, igraph,
        RColorBrewer, glmnet, methods, Matrix, Rcpp, plyr
Encoding: UTF-8
LazyData: true
License: GPL (>= 3)
RoxygenNote: 7.3.1
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
LinkingTo: Rcpp
Config/pak/sysreqs: libglpk-dev libxml2-dev
Repository: https://haeran-cho.r-universe.dev
Date/Publication: 2026-10-08 13:33:47 UTC
RemoteUrl: https://github.com/haeran-cho/fnets
RemoteRef: HEAD
RemoteSha: 1082c6e82c24cb84fea86df9e2d97a83903c8341
NeedsCompilation: yes
Packaged: 2026-10-08 19:01:23 UTC; root
Author: Matteo Barigozzi [aut],
  Haeran Cho [cre, aut],
  Dom Owens [aut]