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
Hyndman, R. J., Ahmed, R. A., Athanasopoulos, G., & Shang, H. L. (2011). Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. https://robjhyndman.com/publications/hierarchical/
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