ForecastComb (1.2)

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.