NEWS.md

In bayesRecon: Probabilistic Reconciliation via Conditioning

bayesRecon 0.3.1

• IMPORTANT CHANGE IN THE API OF THE reconc_* functions: they now require the aggregation matrix A and not the summing matrix S.

• The examples section of the reconc_TDcond now contains an example showing how to handle the case of an unbalanced hierarchy.

bayesRecon 0.3.0

• Added reconc_MixCond, the implementation of Mixed conditioning for the reconciliation of mixed-type hierarchical forecasts.

• Added reconc_TDcond, the implementation of Top-down conditioning for the reconciliation of mixed-type hierarchical forecasts.

• Vignette "Reconciliation of M5 hierarchy with mixed-type forecasts".

• Added functions PMF.get_mean, PMF.get_quantile, PMF.get_var, PMF.sample, PMF.summary that return point estimates and samples from a probability mass function object.

• Added the dataset M5_CA1_basefc which contains the base forecasts for the store "CA1" of the hierarchical time series in the M5 competition.

bayesRecon 0.2.0

• Vignette "Properties of the reconciled distribution via conditioning".

• Added option in reconc_BUIS to pass some base forecast as parameters and some as samples.

• Added option in reconc_BUIS to input a list of distributions instead of a string.

• Fixed bugs and closed github issues.

bayesRecon 0.1.2

• Vignette "Probabilistic Reconciliation via Conditioning with bayesRecon".

• Added the schaferStrimmer_cov function.

• Fixed bugs.

bayesRecon 0.1.1

• Added a NEWS.md file to track changes to the package.

• Fixed issue that could cause test fails on some machines.

bayesRecon 0.1.0

• Initial release of the package.

bayesRecon documentation built on Sept. 11, 2024, 9:08 p.m.