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:
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')) |
Bug tracker:https://github.com/ceweiss/geomcomb/issues
Last updated 8 years agofrom:80e5e0db25. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 29 2024 |
| R-4.5-linux | NOTE | Oct 29 2024 |
Exports:auto_combinecomb_BGcomb_CLScomb_EIG1comb_EIG2comb_EIG3comb_EIG4comb_InvWcomb_LADcomb_MEDcomb_NGcomb_OLScomb_SAcomb_TAcomb_WAcs_dispersionforeccomb
Dependencies:clicodetoolscolorspacecurlfansifarverforeachforecastForecastCombinationsfracdiffgamgenericsggplot2glueGPArotationgtableisobanditeratorsjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixMatrixModelsmgcvmnormtmtsdimunsellnlmennetpillarpkgconfigpsychquadprogquantmodquantregR6RColorBrewerRcppRcppArmadillorlangscalesSparseMsurvivaltibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Automated Forecast Combination | auto_combine |
| Bates/Granger (1969) Forecast Combination Approach | comb_BG |
| Constrained Least Squares Forecast Combination | comb_CLS |
| Standard Eigenvector Forecast Combination | comb_EIG1 |
| Bias-Corrected Eigenvector Forecast Combination | comb_EIG2 |
| Trimmed Eigenvector Forecast Combination | comb_EIG3 |
| Trimmed Bias-Corrected Eigenvector Forecast Combination | comb_EIG4 |
| Inverse Rank Forecast Combination | comb_InvW |
| Least Absolute Deviation Forecast Combination | comb_LAD |
| Median Forecast Combination | comb_MED |
| Newbold/Granger (1974) Forecast Combination | comb_NG |
| Ordinary Least Squares Forecast Combination | comb_OLS |
| Simple Average Forecast Combination | comb_SA |
| Trimmed Mean Forecast Combination | comb_TA |
| Winsorized Mean Forecast Combination | comb_WA |
| Compute Cross-Sectional Dispersion | cs_dispersion |
| Format Raw Data for Forecast Combination | foreccomb |
| Plot results from forecast combination model | plot.foreccomb_res |
| Summary of Forecast Combination | print.foreccomb_res_summary summary.foreccomb_res |