Package: ForecastCombinations 1.1
Eran Raviv
ForecastCombinations: Forecast Combinations
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).
Authors:
ForecastCombinations_1.1.tar.gz
ForecastCombinations_1.1.tar.gz(r-4.5-noble)ForecastCombinations_1.1.tar.gz(r-4.4-noble)
ForecastCombinations_1.1.tgz(r-4.4-emscripten)ForecastCombinations_1.1.tgz(r-4.3-emscripten)
ForecastCombinations.pdf |ForecastCombinations.html✨
ForecastCombinations/json (API)
| # Install 'ForecastCombinations' in R: |
| install.packages('ForecastCombinations', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 years agofrom:e27c0ab5d1. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 12 2024 |
| R-4.5-linux | OK | Dec 12 2024 |
Exports:Forecast_combForecast_comb_all
Dependencies:latticeMASSMatrixMatrixModelsquadprogquantregSparseMsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Forecasts combination using regression, robust regression, constrained regression or variance based | Forecast_comb |
| All posible combinations forecast averaging | Forecast_comb_all |