Package: FoReco 1.0.0

FoReco: Forecast Reconciliation

Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2023 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.

Authors:Daniele Girolimetto [aut, cre, fnd], Tommaso Di Fonzo [aut, fnd]

FoReco_1.0.0.tar.gz
FoReco_1.0.0.zip(r-4.5)FoReco_1.0.0.zip(r-4.4)FoReco_1.0.0.zip(r-4.3)
FoReco_1.0.0.tgz(r-4.4-any)FoReco_1.0.0.tgz(r-4.3-any)
FoReco_1.0.0.tar.gz(r-4.5-noble)FoReco_1.0.0.tar.gz(r-4.4-noble)
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FoReco.pdf |FoReco.html✨
FoReco/json (API)
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Bug tracker:https://github.com/danigiro/foreco/issues

On CRAN:

forecastingreconciliationtime-series

41 exports 29 stars 2.65 score 6 dependencies 102 scripts 575 downloads

Last updated 1 months agofrom:a13a71fcad. Checks:OK: 7. Indexed: yes.

Exports:aggtsarrange_hresbalance_hierarchycommatcsbootcsbucscovcslcccsmocsprojmatcsreccstdcstoolscstrecctbootctbuctcovctlccctmoctprojmatctreccttdcttoolsdf2aggmatFoReco2matrixitereclcmatrecoinfores2matrixshrink_estimtcsrecteboottebutecovtelcctemoteprojmatterectetdtetoolsunbalance_hierarchy

Dependencies:clilatticeMatrixosqpR6Rcpp