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).

AuthorEran Raviv
Date of publication2015-11-23 12:20:30
MaintainerEran Raviv <eeraviv@gmail.com>
LicenseGPL-2
Version1.1

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Files

ForecastCombinations
ForecastCombinations/inst
ForecastCombinations/inst/CITATION
ForecastCombinations/NAMESPACE
ForecastCombinations/R
ForecastCombinations/R/Forecast_comb.R ForecastCombinations/R/Forecast_comb_all.R
ForecastCombinations/MD5
ForecastCombinations/DESCRIPTION
ForecastCombinations/man
ForecastCombinations/man/Forecast_comb_all.Rd ForecastCombinations/man/Forecast_comb.Rd

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