profoc-package: Package Info

In profoc: Probabilistic Forecast Combination Using CRPS Learning

Package Info

Description

Use multiple online-aggregation algorithms to combine probabilistic forecasts using CRPS Learning as described in Berrisch, Ziel: "CRPS Learning", 2021. The primary function of this package is called online.

\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.008")}

Details

Index: This package was not yet installed at build time.

Author(s)

Maintainer: Jonathan Berrisch mailto:[e-mail]

Co-Author: Florian Ziel

References

Berrisch, Ziel: "CRPS Learning", 2021

\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.008")} \Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2102.00968")}

See Also

Source Code: https://github.com/BerriJ/profoc

BugReports: https://github.com/BerriJ/profoc/issues

profoc documentation built on Sept. 30, 2024, 9:20 a.m.