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YourCast is an R package that makes forecasts by running sets of linear regressions together in a variety of sophisticated ways. YourCast avoids the bias that results when stacking datasets from separate cross-sections and assuming constant parameters, and the inefficiency that results from running independent regressions in each cross-section.

Read the YourCast vignette for additional details.

How to install

Installation requirements

YourCast requires R version 3.2.1 or higher.

Installation from CRAN


IQSS/YourCast documentation built on May 8, 2017, 8:03 p.m.