ForecastComb (1.3.1)

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Forecast Combination Methods.

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

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

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