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). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>, and Clemen RT (1989). <doi:10.1016/0169-2070(89)90012-5>.
| Version: | 1.3.1 |
| Depends: | R (≥ 3.0.2) |
| Imports: | forecast (≥ 7.3), ggplot2 (≥ 2.1.0), Matrix (≥ 1.2-6), mtsdi (≥ 0.3.3), psych (≥ 1.6.9), quadprog (≥ 1.5-5), quantreg (≥ 5.29) |
| Suggests: | testthat (≥ 1.0.2) |
| Published: | 2018-08-07 |
| Author: | Christoph E. Weiss, Gernot R. Roetzer, Eran Raviv |
| Maintainer: | Christoph E. Weiss <info at ceweiss.com> |
| BugReports: | https://github.com/ceweiss/ForecastComb/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/ceweiss/ForecastComb |
| NeedsCompilation: | no |
| Materials: | README |
| In views: | TimeSeries |
| CRAN checks: | ForecastComb results |
| Reference manual: | ForecastComb.pdf |
| Package source: | ForecastComb_1.3.1.tar.gz |
| Windows binaries: | r-devel: ForecastComb_1.3.1.zip, r-release: ForecastComb_1.3.1.zip, r-oldrel: ForecastComb_1.3.1.zip |
| macOS binaries: | r-release (arm64): ForecastComb_1.3.1.tgz, r-oldrel (arm64): ForecastComb_1.3.1.tgz, r-release (x86_64): ForecastComb_1.3.1.tgz, r-oldrel (x86_64): ForecastComb_1.3.1.tgz |
| Old sources: | ForecastComb archive |
Please use the canonical form https://CRAN.R-project.org/package=ForecastComb to link to this page.