tuning_plot function

Plotting output for tuning parameter selection in fnets

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.

tuning_plot(x, ...)

Arguments

• x: fnets object
• ...: additional arguments

Returns

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

Details

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

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