smatrix: Summing matrix for hierarchical or grouped time series
In hts: Hierarchical and Grouped Time Series
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
This function returns the summing matrix for a hierarchical or grouped time
series, as defined in Hyndman et al. (2011).
Usage
1
smatrix(xts)
Arguments
xts
Hierarchical or grouped time series of class gts.
Value
A numerical matrix.
Author(s)
Earo Wang
References
Hyndman, R. J., Ahmed, R. A., Athanasopoulos, G., & Shang, H. L.
(2011). Optimal combination forecasts for hierarchical time series.
Computational Statistics and Data Analysis, 55(9), 2579–2589.
https://robjhyndman.com/publications/hierarchical/
See Also
Examples
1
hts documentation built on May 30, 2021, 9:06 a.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).
Usage
1 | smatrix(xts)
|
Arguments
xts |
Hierarchical or grouped time series of class |
Value
A numerical matrix.
Author(s)
Earo Wang
References
Hyndman, R. J., Ahmed, R. A., Athanasopoulos, G., & Shang, H. L. (2011). Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. https://robjhyndman.com/publications/hierarchical/
See Also
Examples
1 |
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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