Probabilistic Reconciliation via Conditioning

bayesRecon-package | bayesRecon: Probabilistic Reconciliation via Conditioning |

carparts_example | Example of a time series from carparts |

extr_mkt_events | Extreme market events dataset |

extr_mkt_events_basefc | Base forecasts for the extreme market events dataset |

get_reconc_matrices | Build hierarchy matrices |

infantMortality | Infant Mortality grouped time series dataset |

M3_example | Example of a time series from the M3 forecasting competition |

M5_CA1_basefc | Example of hierarchical forecasts for a store from the M5... |

PMF.get_mean | Get the mean of the distribution from a PMF object |

PMF.get_quantile | Get quantile from a PMF object |

PMF.get_var | Get the variance of the distribution from a PMF object |

PMF.sample | Sample from the distribution given as a PMF object |

PMF.summary | Returns summary of a PMF object |

reconc_BUIS | BUIS for Probabilistic Reconciliation of forecasts via... |

reconc_gaussian | Analytical reconciliation of Gaussian base forecasts |

reconc_MCMC | MCMC for Probabilistic Reconciliation of forecasts via... |

reconc_MixCond | Probabilistic forecast reconciliation of mixed hierarchies... |

reconc_TDcond | Probabilistic forecast reconciliation of mixed hierarchies... |

schaferStrimmer_cov | Schäfer Strimmer covariance shrinkage |

temporal_aggregation | Temporal aggregation of a time series |

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