ForecastCombinations: Forecast Combinations

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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).

Author
Eran Raviv
Date of publication
2015-11-23 12:20:30
Maintainer
Eran Raviv <eeraviv@gmail.com>
License
GPL-2
Version
1.1

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Man pages

Forecast_comb
Forecasts combination using regression, robust regression,...
Forecast_comb_all
All posible combinations forecast averaging

Files in this package

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