tuning_plot {fnets} | R Documentation |
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 |
|
... |
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
[Package fnets version 0.1.6 Index]