FoReco: Forecast Reconciliation
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2023 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.4), Matrix |
| Imports: | methods, osqp, stats, cli |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2024-08-20 |
| DOI: | 10.32614/CRAN.package.FoReco |
| Author: | Daniele Girolimetto
 [aut, cre,
fnd],
Tommaso Di Fonzo
[aut, fnd] |
| Maintainer: | Daniele Girolimetto <daniele.girolimetto at unipd.it> |
| BugReports: | https://github.com/daniGiro/FoReco/issues |
| License: | GPL-3 |
| URL: | https://github.com/daniGiro/FoReco, https://danigiro.github.io/FoReco/ |
| NeedsCompilation: | no |
| Citation: | FoReco citation info |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | FoReco results |
Documentation:
| Reference manual: | FoReco.pdf |
Downloads:
| Package source: | FoReco_1.0.0.tar.gz |
| Windows binaries: | r-devel: FoReco_1.0.0.zip, r-release: FoReco_1.0.0.zip, r-oldrel: FoReco_1.0.0.zip |
| macOS binaries: | r-release (arm64): FoReco_1.0.0.tgz, r-oldrel (arm64): FoReco_1.0.0.tgz, r-release (x86_64): FoReco_1.0.0.tgz, r-oldrel (x86_64): FoReco_1.0.0.tgz |
| Old sources: | FoReco archive |
Linking:
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