opera: Online Prediction by Expert Aggregation

Misc methods to form online predictions, for regression-oriented time-series, by combining a finite set of forecasts provided by the user. See Cesa-Bianchi and Lugosi (2006) <doi:10.1017/CBO9780511546921> for an overview.

Package details

AuthorPierre Gaillard [cre, aut], Yannig Goude [aut], Laurent Plagne [ctb], Thibaut Dubois [ctb], Benoit Thieurmel [ctb]
MaintainerPierre Gaillard <pierre@gaillard.me>
LicenseLGPL
Version1.2.0
URL http://pierre.gaillard.me/opera.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("opera")

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opera documentation built on Dec. 11, 2021, 9:07 a.m.