| Name : R-sufficientForecasting
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.7
| Date : 2024-06-14 11:39:08
|
| Group : Development/Libraries/Other
| Source RPM : R-sufficientForecasting-0.1.0-lp153.1.7.src.rpm
|
| Size : 0.17 MB
| |
| Packager : (none)
| |
| Summary : Sufficient Forecasting using Factor Models
|
Description :
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
