Forecast Linear Augmented Projection R package flap version 0.2.0 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) The Forecast Linear Augmented Projection (flap) method reduces forecast variance by adjusting the forecasts of multivariate time series to be consistent with the forecasts of linear combinations (components) of the series by projecting all forecasts onto the space where the linear constraints are satisfied. The forecast variance can be reduced monotonically by including more components. For a given number of components, the flap method achieves maximum forecast variance reduction among linear projections. Software Imports: corpcor, utils Suggests: forecast, stats Yangzhuoran Fin Yang <yangyangzhuoran@gmail.com> Comprehensive R Archive Network (CRAN) Yangzhuoran Fin Yang [aut, cre] (ORCID: <https://orcid.org/0000-0002-1232-8017>) GPL (>= 3) 2024-06-19 application/tgz https://CRAN.R-project.org/package=flap doi:10.32614/CRAN.package.flap