data.restricted         Simulated data from the restricted
                        factor-adjusted vector autoregression model
data.unrestricted       Simulated data from the unrestricted
                        factor-adjusted vector autoregression model
factor.number           Factor number selection methods
fnets                   Factor-adjusted network estimation
fnets.factor.model      Factor model estimation
fnets.var               'l1'-regularised Yule-Walker estimation for VAR
                        processes
network                 Convert networks into igraph objects
network.fnets           Convert networks estimated by fnets into igraph
                        objects
par.lrpc                Parametric estimation of long-run partial
                        correlations of factor-adjusted VAR processes
plot.factor.number      Plot factor number
plot.fnets              Plotting the networks estimated by fnets
plot.threshold          Plotting the thresholding procedure
predict.fm              Forecasting for factor models
predict.fnets           Forecasting by fnets
print.factor.number     Print factor number
print.fm                Print factor model
print.fnets             Print fnets
print.threshold         Print threshold
sim.restricted          Simulate data from a restricted factor model
sim.unrestricted        Simulate data from an unrestricted factor model
sim.var                 Simulate a VAR(1) process
threshold               Threshold the entries of the input matrix at a
                        data-driven level
