| dataExample | A simulated dataset |
| getK | Estimate the number of common factors K |
| SF | Select a method from PC, SIR and DR to do point prediction |
| SF.CI | Conformal inference of the sufficient forecasting |
| SF.DR | Directional regression for sufficient forecasting |
| SF.PC | Principal component regression for sufficient forecasting |
| SF.SIR | Sliced inverse regression for sufficient forecasting |