tuning_plot: Plotting output for tuning parameter selection in fnets

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

Plotting output for tuning parameter selection in fnets

Description

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

Usage

tuning_plot(x, ...)

Arguments

x	fnets object
...	additional arguments

Details

See Owens, Cho and Barigozzi (2024+) for further details.

Value

CV/IC plot for the VAR component, and CV plot for the lrpc component (when x$do.lrpc = TRUE).

References

Owens, D., Cho, H. & Barigozzi, M. (2024+) fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling. The R Journal (to appear).

See Also

fnets

fnets documentation built on May 29, 2024, 8:42 a.m.