residuals_matrix: Arrange temporal and cross-temporal residuals in a matrix...

In FoReco: Forecast Reconciliation

Arrange temporal and cross-temporal residuals in a matrix form

Description

Arrange temporal and cross-temporal residuals in a matrix form

Usage

residuals_matrix(res, m)

Arguments

res	(\mjseqnn \times N(k^\ast + m)) matrix or (\mjseqnN(k^\ast + m)) vector containing the residuals at all the temporal frequencies ordered [lowest_freq' ... highest_freq']'.
m	Highest available sampling frequency per seasonal cycle (max. order of temporal aggregation, \mjseqnm), or a subset of \mjseqnp factors of \mjseqnm.

Value

a (\mjseqnN \times n(k^\ast + m)) matrix (if the input res is a vector then \mjseqnn = 1)

See Also

Other utilities: Cmatrix(), FoReco2ts(), agg_ts(), arrange_hres(), commat(), ctf_tools(), hts_tools(), lcmat(), oct_bounds(), score_index(), shrink_estim(), thf_tools()

Examples

data(FoReco_data)
mat <- residuals_matrix(FoReco_data$res, m = 12)

FoReco documentation built on May 31, 2023, 5:17 p.m.