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GNAR (version 0.2.9)

Methods for Fitting Network Time Series Models

Description

Simulation of, and fitting models for, Generalised Network Autoregressive (GNAR) time series models which take account of network structure. Such models are described in Knight et al. (2016), see .

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Version

Install

install.packages('GNAR')

Monthly Downloads

407

Version

0.2.9

License

GPL-2

Maintainer

Matt Nunes

Last Published

November 2nd, 2018

Functions in GNAR (0.2.9)

Function to check GNARfit objects

Calculates the BIC for a GNAR model fit

Identifies which rows of a matrix have NAs

Plot function for GNAR networks

Simulated GNAR data using fiveNet

summary.GNARfit

Returns model summary for a GNAR model fit

summary.GNARnet

Summary function for GNAR networks

Functions to check and create GNARnet objects

Converts an adjacency matrix to GNAR network

Converts the output of a GNARfit or GNARpredict to fitted and residual value matrices

Fits and predicts using the GNAR model

GDP example data.

Example network

Differenced GDP values for 35 countries

Print function for GNAR networks

Function to print the model and coefficients of GNARfit objects

Example Network Time Series

Converts an igraph to GNAR network

Produces a random network from a seed value

Vector of seed numbers

residuals.GNARfit

Function to return residuals of GNARfit objects

Wind Speed example network time series

Produce bespoke plot of the wind data network

Function to return coefficients of GNARfit objects

Simulates a GNAR process

Function to return fitted values of GNARfit objects

Converts a GNAR network to a weighted adjacency matrix

Converts a GNAR network to a weighted igraph object

Function to create the GNAR design matrix

Calculates stage-neighbours of a network

Fitting function for GNAR models