sufficientForecasting

0.1.0

Sufficient Forecasting using Factor Models

0packages depend

2.9Kdownloads / 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

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("JingFu1224/sufficientForecasting")

Development version from JingFu1224/sufficientForecasting. Installs pak first if it is not already available.

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-sufficientforecasting

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

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-sufficientForecasting

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# 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-sufficientForecasting

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

Health

CRAN checks

13OK

Slowest check: 1.4 min · r-devel-linux-x86_64-fedora-gcc

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Yes

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.9K

CRAN downloads in the past year

Rank #12,923 · ~8/day · ~239/mo

Releases R versions

Daily download trend is not available in this view yet.

27830 days

82590 days

2.9K1 year

Compare downloads with other packages →

Also on104 r2u22 autocran23 c2d4u

Repository

GitHub ↗ jingfu1224/sufficientforecasting

4Stars

2Forks

0Open issues

0Open PRs

0Releases

7Commits

2Contributors

License GPL-3.0 · 7 commits · Last activity 2023-02-17 · 0% stars, 30d

Stars over time

2024-04-24 · 42026-07-07 · 4

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (2)

gamstats

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 995 (71%)Rd 339 (24%)Vignettes 72 (5%)

Code characteristics

Cyclomatic complexity: 3.0 median / 20 max
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

19 6 exported

Complexity

6.2 avg / 20 max

Call network

19 nodes / 23 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (6)

Maintainer (1)

Jing Fu

Author, Maintainer

Authors (6)

Author, Maintainer

Author

Author

Author

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