ForecastCombinations (1.1)

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Forecast Combinations.

http://cran.r-project.org/web/packages/ForecastCombinations

Aim: Supports the most frequently used methods to combine forecasts. Among others: Simple average, Ordinary Least Squares, Least Absolute Deviation, Constrained Least Squares, Variance-based, Best Individual model, Complete subset regressions and Information-theoretic (information criteria based).

Maintainer: Eran Raviv
Author(s): Eran Raviv

License: GPL-2

Uses: quadprog, quantreg, MASS

Released almost 2 years ago.


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