tuning_plot

Tuning plots for S3 objects of class <code>fnets</code>.
Produces up to two plots visualising CV and IC procedures for selecting tuning parameters and the VAR order.

internal

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.

Haeran Cho

fnets

Factor-Adjusted Network Estimation and Forecasting for
High-Dimensional Time Series

Matteo Barigozzi

Dom Owens

tuning_plot function

<dl><dt>x</dt>
<dd><code>fnets</code> object</dd>
<dt>...</dt>
<dd>additional arguments</dd></dl>

Arguments

Plotting output for tuning parameter selection in fnets — tuning_plot

<dl>

<dt>x</dt>
<dd><code>fnets</code> object</dd>


<dt>...</dt>
<dd>additional arguments</dd>

</dl>

tuning_plot: Plotting output for tuning parameter selection in fnets

Description

Usage

Value

Arguments

Details

References

See Also