Man pages for nicholasjclark/mvforecast
Tools to fit, interrogate and forecast multivariate statistical and machine learning timeseries models
| amb_vets_dat | NEON Amblyomma tick abundance surveys used in the 2021 EFI... |
| back_trans | For discrete series, Probability Integral Transform sampling... |
| calc_crps | Calculate continuous rank probability score from a VETS model... |
| copula_params | For discrete series, Probability Integral Transform sampling... |
| ensemble_base | Fit a series of univariate models and return a weighted... |
| fc_jags_mv | Fit a Bayesian forecast model to a multivariate set of... |
| fc_jags_uni | Fit a Bayesian forecast model to a univariate discrete time... |
| fit_arima_discreet | Fit an auto.arima() model to a logged version of a discrete... |
| fit_stlf_discreet | Fit an stlf model to a logged version of a discrete time... |
| fit_tbats_discreet | Fit a TBATS model to a logged version of a discrete time... |
| hpd | This function uses estimated densities to calculate HPD... |
| ixodes_vets_dat | NEON Ixodes tick abundance surveys used in the 2021 EFI... |
| ixodes_vets_dat_raw | NEON Ixodes tick abundance surveys (uninterpolated) used in... |
| mat2triplet | Auxiliary function needed by reconcile_thiefnonneg |
| nb_params | This function is a wrapper for 'fitdistr' to generate... |
| paranorm | For discrete series, Probability Integral Transform sampling... |
| plot_mvforecast | Plot simulation predictions |
| poiss_params | This function is a wrapper for 'fitdistr' to generate... |
| reconcilethief_restrict | Reconcile temporal hierarchical forecasts |
| test_mvforecast | Test script to ensure mvforecast is working properly |
| thief_ensemble | Temporal hierarchy reconciliation of ensemble univariate... |
| thief_probreco | Probabilistic reconciliation of temporally reconciled grouped... |
| thief_reconcile | Temporal hierarchy reconciliation of previously fitted... |
| thief_rfsrc | Temporal hierarchy reconciliation of multivariate Breiman... |
| thief_vets | Temporal hierarchy reconciliation of vector exponential... |
| transform_fc_preds | For discrete series, Probability Integral Transform sampling... |
