smatrix: Summing matrix for hierarchical or grouped time series

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/smatrix.R

Description

This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).

Usage

1
smatrix(xts)

Arguments

xts

Hierarchical or grouped time series of class gts.

Value

A numerical matrix.

Author(s)

Earo Wang

References

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/

See Also

hts, gts, combinef

Examples

1

earowang/hts documentation built on June 12, 2018, 4:37 p.m.