Package: GeomComb 1.0

Christoph E. Weiss

GeomComb: (Geometric) Forecast Combination Methods

Provides eigenvector-based (geometric) forecast combination methods; also includes simple approaches (simple average, median, trimmed and winsorized mean, inverse rank method) and regression-based combination. Tools for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity).

Authors:Christoph E. Weiss, Gernot R. Roetzer

GeomComb_1.0.tar.gz
GeomComb_1.0.tar.gz(r-4.5-noble)GeomComb_1.0.tar.gz(r-4.4-noble)
GeomComb_1.0.tgz(r-4.4-emscripten)GeomComb_1.0.tgz(r-4.3-emscripten)
GeomComb.pdf |GeomComb.html
GeomComb/json (API)

# Install 'GeomComb' in R:
install.packages('GeomComb', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ceweiss/geomcomb/issues

1.98 score 19 scripts 166 downloads 17 exports 58 dependencies

Last updated 8 years agofrom:80e5e0db25. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 28 2024
R-4.5-linuxNOTENov 28 2024

Exports:auto_combinecomb_BGcomb_CLScomb_EIG1comb_EIG2comb_EIG3comb_EIG4comb_InvWcomb_LADcomb_MEDcomb_NGcomb_OLScomb_SAcomb_TAcomb_WAcs_dispersionforeccomb

Dependencies:clicodetoolscolorspacecurlfansifarverforeachforecastForecastCombinationsfracdiffgamgenericsggplot2glueGPArotationgtableisobanditeratorsjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixMatrixModelsmgcvmnormtmtsdimunsellnlmennetpillarpkgconfigpsychquadprogquantmodquantregR6RColorBrewerRcppRcppArmadillorlangscalesSparseMsurvivaltibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo