ForecastComb (1.3.1)

0 users

Forecast Combination Methods.

Provides geometric- and regression-based forecast combination methods under a unified user interface for the packages 'ForecastCombinations' and 'GeomComb'. Additionally, updated tools and convenience functions for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity). For method details see Hsiao C, Wan SK (2014). , Hansen BE (2007). , Elliott G, Gargano A, Timmermann A (2013). , and Clemen RT (1989). .

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

License: GPL (>= 2)

Uses: forecast, ggplot2, Matrix, mtsdi, psych, quadprog, quantreg, testthat

Released over 1 year ago.

2 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of ForecastComb yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter(20 best matches, based on common tags.)

Search for ForecastComb on google, google scholar, r-help, r-devel.

Visit ForecastComb on R Graphical Manual.