fnets (version 0.1.6)

network.fnets: Convert networks estimated by fnets into igraph objects

Description

Converts S3 objects of class fnets into a network. Produces an igraph object for the three networks underlying factor-adjusted VAR processes: (i) directed network representing Granger causal linkages, as given by estimated VAR transition matrices summed across the lags, (ii) undirected network representing contemporaneous linkages after accounting for lead-lag dependence, as given by partial correlations of VAR innovations, (iii) undirected network summarising (i) and (ii) as given by long-run partial correlations of VAR processes. When plotting the network, note that the edge weights may be negative since they correspond to the entries of the estimators of VAR parameters and (long-run) partial correlations.

Usage

# S3 method for fnets
network(
  object,
  type = c("granger", "pc", "lrpc"),
  names = NA,
  groups = NA,
  group.colours = NA,
  ...
)

Value

a list containing

network

igraph object

names

input argument

groups

input argument

grp.col

vector of colours corresponding to each node

...

additional arguments to igraph::graph_from_adjacency_matrix

Arguments

object

fnets object

type

a string specifying which of the above three networks (i)--(iii) to visualise; possible values are

"granger"

directed network representing Granger causal linkages

"pc"

undirected network representing contemporaneous linkages; available when object$do.lrpc = TRUE

"lrpc"

undirected network summarising Granger causal and contemporaneous linkages; available when x$do.lrpc = TRUE

names

a character vector containing the names of the vertices

groups

an integer vector denoting any group structure of the vertices

group.colours

a vector denoting colours corresponding to groups

...

additional arguments to igraph::graph_from_adjacency_matrix

See Also

fnets, plot.fnets

Examples

# \donttest{
out <- fnets(data.unrestricted,
  do.threshold = TRUE,
  var.args = list(n.cores = 2)
)
net <- network(out, type = "granger")$network
plot(net, layout = igraph::layout_in_circle(net))
network(out, type = "pc")
network(out, type = "lrpc")
# }