ForecastCombinations: Forecast Combinations

Aim: Supports the most frequently used methods to combine forecasts. Among others: Simple average, Ordinary Least Squares, Least Absolute Deviation, Constrained Least Squares, Variance-based, Best Individual model, Complete subset regressions and Information-theoretic (information criteria based).

Install the latest version of this package by entering the following in R:
install.packages("ForecastCombinations")
AuthorEran Raviv
Date of publication2015-11-23 12:20:30
MaintainerEran Raviv <eeraviv@gmail.com>
LicenseGPL-2
Version1.1

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Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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