Package: GNAR 1.1.3

Matt Nunes

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>.

Authors:Kathryn Leeming [aut], Guy Nason [aut], Matt Nunes [aut, cre], Marina Knight [ctb], James Wei [aut], Daniel Salnikov [aut], Mario Cortina Borja [ctb]

GNAR_1.1.3.tar.gz
GNAR_1.1.3.tar.gz(r-4.5-noble)GNAR_1.1.3.tar.gz(r-4.4-noble)
GNAR_1.1.3.tgz(r-4.4-emscripten)GNAR_1.1.3.tgz(r-4.3-emscripten)
GNAR.pdf |GNAR.html✨
GNAR/json (API)

# Install 'GNAR' in R:
install.packages('GNAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • NHSTrustMVCAug120.net - Constructed network linking 140 NHS Trusts in England and Wales
  • fiveNet - Example Network Time Series
  • fiveVTS - Example Network Time Series
  • gdpVTS - Differenced GDP values for 35 countries
  • logMVbedMVC.vts - Number of COVID19 admission to mechanical ventilation beds
  • seed.nos - Vector of seed numbers
  • vswindcoords - Wind Speed example network time series
  • vswindnames - Wind Speed example network time series
  • vswindnet - Wind Speed example network time series
  • vswindnetD - Wind Speed example network time series
  • vswindts - Wind Speed example network time series

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

27 exports 2 stars 0.23 score 75 dependencies 54 scripts 409 downloads

Last updated 9 months agofrom:52322e1eaf. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 14 2024
R-4.5-linuxOKSep 14 2024

Exports:active_node_plotas.GNARnetcorbit_plotcross_correlation_plotget_k_stages_adjacency_tensorGNARdesignGNARfitGNARsimGNARtoigraphGNARXdesignGNARXfitGNARXsimigraphtoGNARis.GNARfitis.GNARnetlocal_relevance_plotmatrixtoGNARna.rownacfnode_relevance_plotNofNeighbourspnacfresidToMatseedToNetwagner_plotweights_matrixwindnetplot

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11DerivdoBydplyrfansifarvergenericsggforceggplot2ggpubrggrepelggsciggsignifgluegridExtragtableigraphisobandlabelinglatticelifecyclelme4magrittrMASSMatrixmatrixcalcMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpolyclippolynompurrrquantregR6RColorBrewerRcppRcppEigenrlangrstatixscalesSparseMstringistringrsurvivalsystemfontstibbletidyrtidyselecttweenrutf8vctrsviridisviridisLitewithrwordcloud

Readme and manuals

Help Manual

Help pageTopics
Produces an active node matrix heat-map.active_node_plot
Akaike's Information Criterion for GNAR modelsAIC.GNARfit
Converts a GNAR networks into a weighted adjacency matrixas.matrix.GNARnet
Bayesian Information Criterion for GNAR modelsBIC.GNARfit
Function to return coefficients of GNARfit objectscoef.GNARfit
Corbit (correlation-orbit) plot, which aids model selection by visualising network autocorrelation and partial network autocorrelation.corbit_plot
Function to return fitted values of GNARfit objectsfitted.GNARfit
Example Network Time SeriesfiveNet fiveNode fiveVTS
Differenced GDP values for 35 countriesgdpVTS
Computes a list of r-stage adjacency matrices.get_k_stages_adjacency_tensor
GNAR packageGNAR
Function to create the GNAR design matrixGNARdesign
Fitting function for GNAR modelsGNARfit
Simulates a GNAR processGNARsim
Converts a GNAR network to a weighted igraph objectGNARtoigraph
Function to create the GNARX design matrixGNARXdesign
Fitting function for GNARX modelsGNARXfit
Simulates a GNARX processGNARXsim
Converts an igraph to GNAR networkigraphtoGNAR
Function to check GNARfit objectsis.GNARfit
Functions to check and create GNARnet objectsas.GNARnet is.GNARnet
Produces a local neighbourhood relevance plot based on the distances in the underlying network.cross_correlation_plot local_relevance_plot
Log-likelihood method for GNARfit objectslogLik.GNARfit
Number of COVID19 admission to mechanical ventilation bedslogMVbedMVC.vts
Converts an adjacency matrix to GNAR networkmatrixtoGNAR
Identifies which rows of a matrix have NAsna.row
Computes the Network Autocorrelation Function (NACF)nacf
Constructed network linking 140 NHS Trusts in England and WalesNHSTrustMVCAug120.net
Function to return the number of observations input to GNARfit objectsnobs.GNARfit
Produces a node relevance plot, which compares the impact each node has on the network autocorrelation once a model order has been chosen.node_relevance_plot
Calculates stage-neighbours of a networkNofNeighbours
Plot function for GNAR networksplot.GNARnet
Computes the Partial Network Autocorrelation Function (PNACF)pnacf
Prediction of a GNARfit objectpredict.GNARfit
Function to print the model and coefficients of GNARfit objectsprint.GNARfit
Print function for GNAR networksprint.GNARnet
Converts the output of a GNARfit call to fitted and residual value matricesresidToMat
Function to return residuals of GNARfit objectsresiduals.GNARfit
Vector of seed numbersseed.nos
Produces a random network from a seed valueseedToNet
Function to simulate from a GNARfit objectsimulate.GNARfit
Returns model summary for a GNAR model fitsummary.GNARfit
Summary function for GNAR networkssummary.GNARnet
Calculate variance-covariance matrix for a itted GNARfit objectvcov.GNARfit
Wind Speed example network time seriesvswind vswindcoords vswindnames vswindnet vswindnetD vswindts
Produces a Wagner plot for the specified choice of covariates and/or time slices.wagner_plot
Computes the weights matrix corresponding to the GNAR network object linked to the vector time series.weights_matrix
Produce bespoke plot of the wind data networkwindnetplot