GNAR

MaRDI QIDQ43061swMATHCRANFDO

Authors Matt Nunes, G. P. Nason, Kathryn Leeming, Daniel Salnikov, James Wei

Last update 2 October 2024

Copyright license GNU General Public License, version 2.0

Software version identifier 1.1.1, 1.1.2, 0.2.7, 0.2.9, 0.3.6, 1.0, 1.1.0, 1.1.3, PACKAGES.rds, 1.1.4

Official website https://cran.r-project.org/web/packages/GNAR/index.html

Source code repository https://github.com/cran/GNAR

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) <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) <doi:10.48550/arXiv.2312.00530>.

Cites work

• Generalized Network Autoregressive Processes and the GNAR Package
• Quantifying the Economic Response to COVID-19 Mitigations and Death Rates Via Forecasting Purchasing Managers' Indices Using Generalised Network Autoregressive Models with Exogenous Variables

Cited in

(24)

• COVID-ABS
• forecast
• vars
• Forecast
• SARS-CoV-2 dissemination using a network of the US counties
• Likelihood theory for the graph Ornstein-Uhlenbeck process
• Time series modeling on dynamic networks
• CARBayesST
• NetOrigin
• dynsbm
• viridis
• FreSpeD
• gergm
• locits
• tergm
• tnam
• BigVAR
• sparsevar
• graphicalVAR
• usmap
• gimme
• VARDetect
• Rfast2
• PNAR

This page was built for software: GNAR