GeomComb: (Geometric) Forecast Combination Methods

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
MaintainerChristoph E. Weiss <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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GeomComb documentation built on May 29, 2017, 10:56 a.m.