Description Usage Arguments Value Author(s) References See Also Examples
This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).
1 | smatrix(xts)
|
xts |
Hierarchical or grouped time series of class |
A numerical matrix.
Earo Wang
R. J. Hyndman, R. A. Ahmed, G. Athanasopoulos and H.L. Shang (2011) Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. http://robjhyndman.com/papers/hierarchical/
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