Man pages for FoReco
Point Forecast Reconciliation

CmatrixCross-sectional (contemporaneous) aggregation matrix
commatCommutation matrix
cstrecHeuristic first-cross-sectional-then-temporal cross-temporal...
ctbuBottom-up cross-temporal forecast reconciliation
ctf_toolsCross-temporal reconciliation tools
FoReco2tsReconciled forecasts matrix/vector to time-series class
FoReco_dataForecast reconciliation for a simulated linearly constrained,...
FoReco-htsSimple examples to compare 'FoReco' and 'hts' packages
FoReco-packageFoReco: point forecast reconciliation
FoReco-thiefSimple examples to compare 'FoReco' and 'thief' packages
htsrecCross-sectional (contemporaneous) forecast reconciliation
hts_toolsCross-sectional reconciliation tools
iterecIterative heuristic cross-temporal forecast reconciliation
lccrecLevel conditional coherent forecast reconciliation for...
oct_boundsOptimal cross-temporal bounds
octrecOptimal combination cross-temporal forecast reconciliation
score_indexMeasuring accuracy in a rolling forecast experiment
shrink_estimShrinkage of the covariance matrix
srref(Sparse) Reduced Row Echelon Form of a matrix
tcsrecHeuristic first-temporal-then-cross-sectional cross-temporal...
tdrecTop-down forecast reconciliation for genuine...
thfrecForecast reconciliation through temporal hierarchies...
thf_toolsTemporal reconciliation tools
ut2cCross-sectional 'structural representation' of a general...
FoReco documentation built on July 23, 2021, 5:06 p.m.