predict.foreccomb_res: Prediction function for Forecast Combinations
In ceweiss/GeomComb: Forecast Combination Methods

Description Usage Arguments Author(s) See Also Examples

prediction method for class ‘foreccomb_res’. Uses the previously created forecast combination result to predict the combination for a newly provided prediction dataset.

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## S3 method for class 'foreccomb_res'
predict(object, newpreds, newobs = NULL,
  simplify = TRUE, byrow = FALSE, ...)

`object`	An object of class 'foreccomb'. Contains training set (actual values + matrix of model forecasts) and optionally a test set.
`newpreds`	A matrix or multivariate time series; contains individual model forecasts if a test set is used (optional). Does not require specification of `newobs` – in the case in which a forecaster only wants to train the forecast combination method with a training set and apply it to future individual model forecasts, only `newpreds` is required, not `newobs`.
`newobs`	A vector or univariate time series; contains ‘actual values’ if a test set is used (optional).
`simplify`	logical. The default (`TRUE`) returns the predictions separately. If set to (`FALSE`) the predictions are incorporated into the foreccomb_res object, that is, the object is equal to the one that would have been obtained, if the new prediction set would have been provided when the forecast combination method was trained originally.
`byrow`	logical. The default (`FALSE`) assumes that each column of the forecast matrices (`prediction_matrix` and – if specified – `newpreds`) contains forecasts from one forecast model; if each row of the matrices contains forecasts from one forecast model, set to `TRUE`.
`...`	potential further arguments (require by generic)

Christoph E. Weiss and Gernot R. Roetzer

foreccomb,

obs <- rnorm(100)
preds <- matrix(rnorm(1000, 1), 100, 10)
train_o<-obs[1:80]
train_p<-preds[1:80,]
test_o<-obs[81:100]
test_p<-preds[81:100,]

data<-foreccomb(train_o, train_p)
fit<-comb_BG(data)
predict(fit, test_p)