smatrix: Summing matrix for hierarchical or grouped time series
In hts: Hierarchical and Grouped Time Series
smatrix R Documentation
Summing matrix for hierarchical or grouped time series
Description
This function returns the summing matrix for a hierarchical or grouped time
series, as defined in Hyndman et al. (2011).
Usage
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
hts, gts,
combinef
Examples
smatrix(htseg1)
hts documentation built on Sept. 11, 2024, 7:32 p.m.
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| smatrix | R Documentation |
Summing matrix for hierarchical or grouped time series
Description
This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).
Usage
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
hts, gts,
combinef
Examples
smatrix(htseg1)
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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