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GNAR (version 1.0)

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

287

Version

1.0

License

GPL-2

Maintainer

Matt Nunes

Last Published

October 29th, 2019

Functions in GNAR (1.0)

as.matrix.GNARnet

Converts a GNAR networks into a weighted adjacency matrix
BIC.GNARfit

Bayesian Information Criterion for GNAR models
AIC.GNARfit

Akaike's Information Criterion for GNAR models
GNARdesign

Function to create the GNAR design matrix
GNARfit

Fitting function for GNAR models
GNARsim

Simulates a GNAR process
is.GNARfit

Function to check GNARfit objects
is.GNARnet

Functions to check and create GNARnet objects
matrixtoGNAR

Converts an adjacency matrix to GNAR network
logLik.GNARfit

Log-likelihood method for GNARfit objects
residToMat

Converts the output of a GNARfit call to fitted and residual value matrices
residuals.GNARfit

Function to return residuals of GNARfit objects
predict.GNARfit

Prediction of a GNARfit object
nobs.GNARfit

Function to return the number of observations input to GNARfit objects
plot.GNARnet

Plot function for GNAR networks
na.row

Identifies which rows of a matrix have NAs
gdpVTS

Differenced GDP values for 35 countries
igraphtoGNAR

Converts an igraph to GNAR network
simulate.GNARfit

Function to simulate from a GNARfit object
summary.GNARfit

Returns model summary for a GNAR model fit
summary.GNARnet

Summary function for GNAR networks
vcov.GNARfit

Calculate variance-covariance matrix for a itted GNARfit object
seed.nos

Vector of seed numbers
print.GNARnet

Print function for GNAR networks
fiveNode

Example Network Time Series
print.GNARfit

Function to print the model and coefficients of GNARfit objects
vswind

Wind Speed example network time series
seedToNet

Produces a random network from a seed value
fitted.GNARfit

Function to return fitted values of GNARfit objects
windnetplot

Produce bespoke plot of the wind data network
GNAR

GNAR package
coef.GNARfit

Function to return coefficients of GNARfit objects
GNARtoigraph

Converts a GNAR network to a weighted igraph object
NofNeighbours

Calculates stage-neighbours of a network