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ForecastComb: Forecast Combination Methods
Provides geometric- and regression-based forecast combination methods under a unified user interface for the packages 'ForecastCombinations' and 'GeomComb'. Additionally, updated tools and convenience functions for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity). For method details see Hsiao C, Wan SK (2014). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>, and Clemen RT (1989). <doi:10.1016/0169-2070(89)90012-5>.
Getting started
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Package details |
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| Author | Christoph E. Weiss, Gernot R. Roetzer, Eran Raviv |
| Maintainer | Christoph E. Weiss <info@ceweiss.com> |
| License | GPL (>= 2) |
| Version | 1.3.1 |
| URL | https://github.com/ceweiss/ForecastComb |
| Package repository | View on CRAN |
| Installation |
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