GeomComb (1.0)

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(Geometric) Forecast Combination Methods.

https://github.com/ceweiss/GeomComb
http://cran.r-project.org/web/packages/GeomComb

Provides eigenvector-based (geometric) forecast combination methods; also includes simple approaches (simple average, median, trimmed and winsorized mean, inverse rank method) and regression-based combination. Tools for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity).

Maintainer: Christoph E. Weiss
Author(s): Christoph E. Weiss, Gernot R. Roetzer

License: GPL (>= 2)

Uses: forecast, ForecastCombinations, ggplot2, Matrix, mtsdi, psych, testthat

Released 4 months ago.


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