Man pages for bayesRecon
Probabilistic Reconciliation via Conditioning

bayesRecon-packagebayesRecon: Probabilistic Reconciliation via Conditioning
carparts_exampleExample of a time series from carparts
dot-check_hierarchicalCheck if matrix is hierarchical
dot-compute_naive_covEstimate covariance from naive or seasonal-naive residuals
dot-core_reconc_BUISCore Reconciliation via Bayesian Universality Information...
dot-core_reconc_MixCondCore Reconciliation via Importance Sampling for Mixed...
dot-core_reconc_tCore reconciliation via multivariate t-distribution.
dot-core_reconc_TDcondCore Reconciliation via Top-Down Conditioning for Mixed...
dot-get_AuGet aggregation matrix of upper sub-hierarchy
dot-get_HGExtract and sort hierarchy rows
dot-lowest_levFind rows corresponding to the lowest level
extr_mkt_eventsExtreme market events dataset
extr_mkt_events_basefcBase forecasts for the extreme market events dataset
get_reconc_matricesBuild hierarchy matrices
infantMortalityInfant Mortality grouped time series dataset
M3_exampleExample of a time series from the M3 forecasting competition
M5_CA1_basefcExample of hierarchical forecasts for a store from the M5...
Mixed_reconciliationProbabilistic forecast reconciliation of mixed hierarchies
multi_log_score_optimizationOptimize degrees of freedom (nu) via LOO Cross-Validation
PMFPMF operations and utilities
reconc_BUISBUIS for Probabilistic Reconciliation of forecasts via...
reconc_gaussianAnalytical reconciliation of Gaussian base forecasts
reconc_MCMCMCMC for Probabilistic Reconciliation of forecasts via...
reconc_tt-Rec: reconciliation via conditioning with uncertain...
schaferStrimmer_covSchäfer Strimmer covariance shrinkage
swiss_tourismSwiss tourism: monthly Swiss overnight stay data
temporal_aggregationTemporal aggregation of a time series
bayesRecon documentation built on March 8, 2026, 9:08 a.m.