Man pages for ProbReco
Score Optimal Probabilistic Forecast Reconciliation
| checkinputs | Check inputs to function. |
| inscoreopt | In-Sample Score Optimisation by Stochastic Gradient Descent |
| ProbReco-package | ProbReco: Score Optimal Probabilistic Forecast Reconciliation |
| scoreopt | Score optimisation by Stochastic Gradient Descent |
| scoreopt.control | Tuning parameters for score optimisation by Stochastic... |
| sim_hierarchy | Synthetic hierarchical data from stationary Gaussian ARMA... |
| total_score | Total score (and gradient) for reconciled forecast |
