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).

AuthorChristoph E. Weiss, Gernot R. Roetzer
Date of publication2016-11-27 16:02:26
MaintainerChristoph E. Weiss <info@ceweiss.com>
LicenseGPL (>= 2)
Version1.0
https://github.com/ceweiss/GeomComb

View on CRAN

Files in this package

GeomComb
GeomComb/tests
GeomComb/tests/testthat.R
GeomComb/tests/testthat
GeomComb/tests/testthat/test-comb_WA.R
GeomComb/tests/testthat/test-comb_EIG3.R
GeomComb/tests/testthat/test-foreccomb.R
GeomComb/tests/testthat/test-cs_dispersion.R
GeomComb/tests/testthat/test-comb_EIG4.R
GeomComb/tests/testthat/test-comb_BG.R
GeomComb/tests/testthat/test-summary.foreccomb_res.R
GeomComb/tests/testthat/test-comb_NG.R
GeomComb/tests/testthat/test-plot.foreccomb_res.R
GeomComb/tests/testthat/test-comb_OLS.R
GeomComb/tests/testthat/test-comb_MED.R
GeomComb/tests/testthat/test-comb_InvW.R
GeomComb/tests/testthat/test-comb_CLS.R
GeomComb/tests/testthat/test-comb_EIG2.R
GeomComb/tests/testthat/test-comb_SA.R
GeomComb/tests/testthat/test-comb_TA.R
GeomComb/tests/testthat/test-auto_combine.R
GeomComb/tests/testthat/test-comb_EIG1.R
GeomComb/tests/testthat/test-comb_LAD.R
GeomComb/NAMESPACE
GeomComb/R
GeomComb/R/comb_SA.R GeomComb/R/comb_EIG1.R GeomComb/R/plot.foreccomb_res.R GeomComb/R/comb_CLS.R GeomComb/R/comb_MED.R GeomComb/R/comb_InvW.R GeomComb/R/comb_TA.R GeomComb/R/comb_BG.R GeomComb/R/comb_LAD.R GeomComb/R/foreccomb.R GeomComb/R/comb_OLS.R GeomComb/R/cs_dispersion.R GeomComb/R/comb_EIG2.R GeomComb/R/comb_NG.R GeomComb/R/comb_EIG3.R GeomComb/R/summary.foreccomb_res.R GeomComb/R/auto_combine.R GeomComb/R/comb_EIG4.R GeomComb/R/comb_WA.R
GeomComb/README.md
GeomComb/MD5
GeomComb/DESCRIPTION
GeomComb/man
GeomComb/man/comb_OLS.Rd GeomComb/man/comb_MED.Rd GeomComb/man/comb_EIG3.Rd GeomComb/man/comb_LAD.Rd GeomComb/man/comb_InvW.Rd GeomComb/man/comb_SA.Rd GeomComb/man/comb_NG.Rd GeomComb/man/comb_EIG2.Rd GeomComb/man/foreccomb.Rd GeomComb/man/auto_combine.Rd GeomComb/man/comb_WA.Rd GeomComb/man/comb_TA.Rd GeomComb/man/summary.foreccomb_res.Rd GeomComb/man/comb_EIG1.Rd GeomComb/man/comb_EIG4.Rd GeomComb/man/comb_CLS.Rd GeomComb/man/plot.foreccomb_res.Rd GeomComb/man/comb_BG.Rd GeomComb/man/cs_dispersion.Rd

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