fnets

0.1.6

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

0packages depend

3.5Kdownloads / year

79.2%test coverage

11/13checks pass

Overview

About

Maintained by Haeran ChoFirst published 2023-01-266 releasesCRAN page ↗

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

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("fnets", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fnets

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-fnets

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 3.6 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.07

79.2%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 162 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 48%
Documented parameters: 85%
Return-value docs: 90%
References docs: 35%

Downloads

3.5K

CRAN downloads in the past year

Rank #12,028 · ~10/day · ~289/mo

Releases R versions

Daily download trend is not available in this view yet.

26330 days

86590 days

3.5K1 year

Compare downloads with other packages →

Also on88 r2u26 autocran18 c2d4u

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (8)

lpSolveparalleldoParallel foreachMASSfields igraph RColorBrewer

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (3)

Maintainer (1)

Haeran Cho

Maintainer, Author

Authors (3)

Haeran Cho

Maintainer, Author

Matteo Barigozzi

Author

Dom Owens

Author

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

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
2024-01-23 · current release · diff ↗
0.1.5
2023-07-17 · diff ↗
0.1.4
2023-07-04 · diff ↗
0.1.3
2023-06-08 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.1.2
2023-01-31 · diff ↗
0.1.1
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
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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