GeomComb: (Geometric) Forecast Combination Methods

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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).

Author
Christoph E. Weiss, Gernot R. Roetzer
Date of publication
2016-11-27 16:02:26
Maintainer
Christoph E. Weiss <info@ceweiss.com>
License
GPL (>= 2)
Version
1.0
URLs

View on CRAN

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

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