Man pages for sufficientForecasting
Sufficient Forecasting using Factor Models

dataExampleA simulated dataset
getKEstimate the number of common factors K
SFSelect a method from PC, SIR and DR to do point prediction
SF.CIConformal inference of the sufficient forecasting
SF.DRDirectional regression for sufficient forecasting
SF.PCPrincipal component regression for sufficient forecasting
SF.SIRSliced inverse regression for sufficient forecasting
sufficientForecasting-packagesufficientForecasting: Sufficient Forecasting using Factor...
sufficientForecasting documentation built on March 7, 2023, 6:13 p.m.