DESCRIPTION

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