GNAR: Methods for Fitting Network Time Series Models

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) <doi:10.18637/jss.v096.i05> and Nason and Wei (2021) <doi:10.1111/rssa.12875>. Diagnostic tools for GNAR(X) models can be found in Nason et al (2023) <arXiv:2312.00530>.

Getting started

Package details

AuthorKathryn Leeming [aut], Guy Nason [aut], Matt Nunes [aut, cre], Marina Knight [ctb], James Wei [aut], Daniel Salnikov [aut], Mario Cortina Borja [ctb]
MaintainerMatt Nunes <nunesrpackages@gmail.com>
LicenseGPL-2
Version1.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GNAR")

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GNAR documentation built on May 29, 2024, 10:25 a.m.