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).

Getting started

Package details

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
Installation Install the latest version of this package by entering the following in R:
install.packages("GeomComb")

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GeomComb documentation built on May 29, 2017, 10:56 a.m.