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GNAR (version 1.1.4)

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, potentially with exogenous variables. Such models are described in Knight et al. (2020) and Nason and Wei (2021) . Diagnostic tools for GNAR(X) models can be found in Nason et al. (2023) .

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Version

Install

install.packages('GNAR')

Monthly Downloads

287

Version

1.1.4

License

GPL-2

Maintainer

Matt Nunes

Last Published

October 2nd, 2024

Functions in GNAR (1.1.4)

NofNeighbours

Calculates stage-neighbours of a network
r_corbit_plot

Produces a R-Corbit plot for the specified choice of covariate-levels and/or time-slices.
local_relevance_plot

Produces a local neighbourhood relevance plot based on the distances in the underlying network.
is.GNARnet

Functions to check and create GNARnet objects
print.GNARnet

Print function for GNAR networks
print.GNARfit

Function to print the model and coefficients of GNARfit objects
windnetplot

Produce bespoke plot of the wind data network
weights_matrix

Computes the weights matrix corresponding to the GNAR network object linked to the vector time series.
seedToNet

Produces a random network from a seed value
GNARXdesign

Function to create the GNARX design matrix
matrixtoGNAR

Converts an adjacency matrix to GNAR network
igraphtoGNAR

Converts an igraph to GNAR network
simulate.GNARfit

Function to simulate from a GNARfit object
predict.GNARfit

Prediction of a GNARfit object
is.GNARfit

Function to check GNARfit objects
fiveNode

Example Network Time Series
GNAR

GNAR package
residToMat

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

Plot function for GNAR networks
pnacf

Computes the Partial Network Autocorrelation Function (PNACF)
summary.GNARfit

Returns model summary for a GNAR model fit
na.row

Identifies which rows of a matrix have NAs
nobs.GNARfit

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

Summary function for GNAR networks
residuals.GNARfit

Function to return residuals of GNARfit objects
node_relevance_plot

Produces a node relevance plot, which compares the impact each node has on the network autocorrelation once a model order has been chosen.
vcov.GNARfit

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

Vector of seed numbers
vswind

Wind Speed example network time series
AIC.GNARfit

Akaike's Information Criterion for GNAR models
GNARsim

Simulates a GNAR process
GNARdesign

Function to create the GNAR design matrix
GNARXfit

Fitting function for GNARX models
BIC.GNARfit

Bayesian Information Criterion for GNAR models
GNARfit

Fitting function for GNAR models
GNARtoigraph

Converts a GNAR network to a weighted igraph object
GNARXsim

Simulates a GNARX process
fitted.GNARfit

Function to return fitted values of GNARfit objects
NHSTrustMVCAug120.net

Constructed network linking 140 NHS Trusts in England and Wales
gdpVTS

Differenced GDP values for 35 countries
as.matrix.GNARnet

Converts a GNAR networks into a weighted adjacency matrix
active_node_plot

Produces an active node matrix heat-map.
coef.GNARfit

Function to return coefficients of GNARfit objects
logLik.GNARfit

Log-likelihood method for GNARfit objects
get_k_stages_adjacency_tensor

Computes a list of r-stage adjacency matrices.
corbit_plot

Corbit (correlation-orbit) plot, which aids model selection by visualising network autocorrelation and partial network autocorrelation.
nacf

Computes the Network Autocorrelation Function (NACF)
logMVbedMVC.vts

Number of COVID19 admission to mechanical ventilation beds