sim_hierarchy: Synthetic hierarchical data from stationary Gaussian ARMA...
In ProbReco: Score Optimal Probabilistic Forecast Reconciliation
sim_hierarchy R Documentation
Synthetic hierarchical data from stationary Gaussian ARMA models.
Description
A synthetic 7-variable hierachy. The series AA and AB aggregate to A, the series BA and
BB aggregate to B, the series A and B aggregate to Tot. All bottom level series are simulated
from ARMA models. There are 1506 observations generated.
Usage
sim_hierarchy
Format
A tibble with a time index Time and one column for each of the seven variables in
the hierarchy
ProbReco documentation built on April 5, 2023, 5:10 p.m.
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| sim_hierarchy | R Documentation |
Synthetic hierarchical data from stationary Gaussian ARMA models.
Description
A synthetic 7-variable hierachy. The series AA and AB aggregate to A, the series BA and BB aggregate to B, the series A and B aggregate to Tot. All bottom level series are simulated from ARMA models. There are 1506 observations generated.
Usage
sim_hierarchy
Format
A tibble with a time index Time and one column for each of the seven variables in the hierarchy
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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