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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).
Getting started
Browse package contents
Package details |
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| Author | Eran Raviv |
| Maintainer | Eran Raviv <eeraviv@gmail.com> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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