GeomComb: (Geometric) Forecast Combination Methods
Version 1.0

Provides eigenvector-based (geometric) forecast combination methods; also includes simple approaches (simple average, median, trimmed and winsorized mean, inverse rank method) and regression-based combination. Tools for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity).

AuthorChristoph E. Weiss, Gernot R. Roetzer
Date of publication2016-11-27 16:02:26
MaintainerChristoph E. Weiss <info@ceweiss.com>
LicenseGPL (>= 2)
Version1.0
URL https://github.com/ceweiss/GeomComb
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("GeomComb")

Getting started

README.md

Popular man pages

comb_BG: Bates/Granger (1969) Forecast Combination Approach
comb_CLS: Constrained Least Squares Forecast Combination
comb_EIG1: Standard Eigenvector Forecast Combination
comb_EIG3: Trimmed Eigenvector Forecast Combination
comb_NG: Newbold/Granger (1974) Forecast Combination
comb_TA: Trimmed Mean Forecast Combination
comb_WA: Winsorized Mean Forecast Combination
See all...

All man pages Function index File listing

Man pages

auto_combine: Automated Forecast Combination
comb_BG: Bates/Granger (1969) Forecast Combination Approach
comb_CLS: Constrained Least Squares Forecast Combination
comb_EIG1: Standard Eigenvector Forecast Combination
comb_EIG2: Bias-Corrected Eigenvector Forecast Combination
comb_EIG3: Trimmed Eigenvector Forecast Combination
comb_EIG4: Trimmed Bias-Corrected Eigenvector Forecast Combination
comb_InvW: Inverse Rank Forecast Combination
comb_LAD: Least Absolute Deviation Forecast Combination
comb_MED: Median Forecast Combination
comb_NG: Newbold/Granger (1974) Forecast Combination
comb_OLS: Ordinary Least Squares Forecast Combination
comb_SA: Simple Average Forecast Combination
comb_TA: Trimmed Mean Forecast Combination
comb_WA: Winsorized Mean Forecast Combination
cs_dispersion: Compute Cross-Sectional Dispersion
foreccomb: Format Raw Data for Forecast Combination
plot.foreccomb_res: Plot results from forecast combination model
summary.foreccomb_res: Summary of Forecast Combination

Functions

auto_combine Man page Source code
check_rank Source code
comb_BG Man page Source code
comb_CLS Man page Source code
comb_EIG1 Man page Source code
comb_EIG2 Man page Source code
comb_EIG3 Man page Source code
comb_EIG4 Man page Source code
comb_InvW Man page Source code
comb_LAD Man page Source code
comb_MED Man page Source code
comb_NG Man page Source code
comb_OLS Man page Source code
comb_SA Man page Source code
comb_TA Man page Source code
comb_WA Man page Source code
comp.EIG3 Source code
comp.EIG4 Source code
cs_dispersion Man page Source code
foreccomb Man page Source code
imp_values Source code
plot.foreccomb_res Man page Source code
print.foreccomb_res_summary Man page Source code
remove_collinear Source code
summary.foreccomb_res Man page Source code

Files

tests
tests/testthat.R
tests/testthat
tests/testthat/test-comb_WA.R
tests/testthat/test-comb_EIG3.R
tests/testthat/test-foreccomb.R
tests/testthat/test-cs_dispersion.R
tests/testthat/test-comb_EIG4.R
tests/testthat/test-comb_BG.R
tests/testthat/test-summary.foreccomb_res.R
tests/testthat/test-comb_NG.R
tests/testthat/test-plot.foreccomb_res.R
tests/testthat/test-comb_OLS.R
tests/testthat/test-comb_MED.R
tests/testthat/test-comb_InvW.R
tests/testthat/test-comb_CLS.R
tests/testthat/test-comb_EIG2.R
tests/testthat/test-comb_SA.R
tests/testthat/test-comb_TA.R
tests/testthat/test-auto_combine.R
tests/testthat/test-comb_EIG1.R
tests/testthat/test-comb_LAD.R
NAMESPACE
R
R/comb_SA.R
R/comb_EIG1.R
R/plot.foreccomb_res.R
R/comb_CLS.R
R/comb_MED.R
R/comb_InvW.R
R/comb_TA.R
R/comb_BG.R
R/comb_LAD.R
R/foreccomb.R
R/comb_OLS.R
R/cs_dispersion.R
R/comb_EIG2.R
R/comb_NG.R
R/comb_EIG3.R
R/summary.foreccomb_res.R
R/auto_combine.R
R/comb_EIG4.R
R/comb_WA.R
README.md
MD5
DESCRIPTION
man
man/comb_OLS.Rd
man/comb_MED.Rd
man/comb_EIG3.Rd
man/comb_LAD.Rd
man/comb_InvW.Rd
man/comb_SA.Rd
man/comb_NG.Rd
man/comb_EIG2.Rd
man/foreccomb.Rd
man/auto_combine.Rd
man/comb_WA.Rd
man/comb_TA.Rd
man/summary.foreccomb_res.Rd
man/comb_EIG1.Rd
man/comb_EIG4.Rd
man/comb_CLS.Rd
man/plot.foreccomb_res.Rd
man/comb_BG.Rd
man/cs_dispersion.Rd
GeomComb documentation built on May 19, 2017, 8:04 a.m.

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