Package: sufficientForecasting
Type: Package
Title: Sufficient Forecasting using Factor Models
Version: 0.1.0
Authors@R: c(person(given = "Jianqing", 
           family = "Fan",
           role = "aut"),
           person(given = "Jing", 
           family = "Fu",
           email = "jingfu991224@outlook.com",
           role = c("aut","cre")),
           person(given = "Wei", 
           family = "Luo",
           role = "aut"),
           person(given = "Lingzhou", 
           family = "Xue",
           role = "aut"),
           person(given = "Jiawei", 
           family = "Yao",
           role = "aut"),
           person(given = "Xiufan", 
           family = "Yu",
           role = "aut")
           )
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>.
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Imports: gam, stats
Roxygen: list(markdown = TRUE)
Depends: R (>= 2.10)
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
URL: https://github.com/JingFu1224/sufficientForecasting
BugReports: https://github.com/JingFu1224/sufficientForecasting/issues
Repository: https://jingfu1224.r-universe.dev
Date/Publication: 2023-02-17 02:58:28 UTC
RemoteUrl: https://github.com/jingfu1224/sufficientforecasting
RemoteRef: HEAD
RemoteSha: 2ae5f87933f35a3e6d53d3cc4fd589d23659a738
NeedsCompilation: no
Packaged: 2026-06-20 09:12:09 UTC; root
Author: Jianqing Fan [aut],
  Jing Fu [aut, cre],
  Wei Luo [aut],
  Lingzhou Xue [aut],
  Jiawei Yao [aut],
  Xiufan Yu [aut]
Maintainer: Jing Fu <jingfu991224@outlook.com>