recoinfo: Informations on the reconciliation process

In FoReco: Forecast Reconciliation

Informations on the reconciliation process

Description

This function extracts reconciliation information from the output of any reconciled function implemented by FoReco.

Usage

recoinfo(x, verbose = TRUE)

Arguments

x	An output from any reconciliation function implemented by FoReco.
verbose	If TRUE (defaults), reconciliation information are printed.

Value

A list containing the following reconciliation process informations:

rfun	the reconciliation function.
cs_n	the cross-sectional number of variables.
te_set	the set of temporal aggregation orders.
forecast_horizon	the forecast horizon (in temporal and cross-temporal frameworks, for the most temporally aggregated series).
framework	the reconciliation framework (cross-sectional, temporal or cross-temporal).
info	non-negative reconciled forecast convergence information.
lcc	list of level conditional reconciled forecasts (+ BU) for cslcc, telcc and ctlcc.
nn	if TRUE, all the forecasts are not negative.
comb	the covariance approximation.

See Also

Utilities: FoReco2matrix(), aggts(), balance_hierarchy(), commat(), csprojmat(), cstools(), ctprojmat(), cttools(), df2aggmat(), lcmat(), res2matrix(), shrink_estim(), teprojmat(), tetools(), unbalance_hierarchy()

FoReco documentation built on Sept. 14, 2024, 9:07 a.m.