FoReco: Forecast Reconciliation
Classical (bottom-up and top-down), optimal and heuristic combination forecast point (Di Fonzo and Girolimetto, 2023) <doi:10.1016/j.ijforecast.2021.08.004> and probabilistic (Girolimetto et al. 2023) <arXiv:2303.17277> reconciliation procedures for cross-sectional, temporal, and cross-temporal linearly constrained time series.
| Version: | 0.2.6 |
| Depends: | R (≥ 2.10), Matrix, osqp, stats |
| Imports: | cli, corpcor, methods, mathjaxr |
| Suggests: | knitr, rmarkdown |
| Published: | 2023-05-16 |
| Author: | Daniele Girolimetto
 [aut, cre,
fnd],
Tommaso Di Fonzo
[aut, fnd] |
| Maintainer: | Daniele Girolimetto <daniele.girolimetto at phd.unipd.it> |
| BugReports: | https://github.com/daniGiro/FoReco/issues |
| License: | GPL-3 |
| URL: | https://github.com/daniGiro/FoReco, https://danigiro.github.io/FoReco/ |
| NeedsCompilation: | no |
| Citation: | FoReco citation info |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | FoReco results |
Documentation:
| Reference manual: | FoReco.pdf |
| Vignettes: |
Using the 'FoReco' package Average relative accuracy indices |
Downloads:
| Package source: | FoReco_0.2.6.tar.gz |
| Windows binaries: | r-devel: FoReco_0.2.6.zip, r-release: FoReco_0.2.6.zip, r-oldrel: FoReco_0.2.6.zip |
| macOS binaries: | r-release (arm64): FoReco_0.2.6.tgz, r-oldrel (arm64): FoReco_0.2.6.tgz, r-release (x86_64): FoReco_0.2.6.tgz, r-oldrel (x86_64): FoReco_0.2.6.tgz |
| Old sources: | FoReco archive |
Linking:
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