Implements the Information Combination (IComb) approach proposed by Nguyen, Vahid and Wickramasuriya (2025)<https://www.monash.edu/business/ebs/research/publications/ebs/2025/wp11-2025.pdf> for hierarchical forecast reconciliation. The method combines information from base forecasts constructed using different information sets while ensuring coherence. It is implemented using a penalized regression-based framework.
| Version: | 0.2.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | cli, distributional, dplyr, fabletools (≥ 0.7.0), future.apply, generics, glmnet, progressr, purrr, tsibble, vctrs |
| Suggests: | broom, fable, feasts, forecast, future, ggplot2, ggtime, hts, knitr, lubridate, plotly, rmarkdown, spelling, testthat (≥ 3.0.0), tibble, tidyr |
| Published: | 2026-05-27 |
| DOI: | 10.32614/CRAN.package.icomb |
| Author: | Shanika Wickramasuriya [aut, cre, cph], Mitchell O'Hara-Wild [ctb], Nuwani Palihawadana [ctb], Minh Nguyen [ctb] |
| Maintainer: | Shanika Wickramasuriya <shanika.wickramasuriya at monash.edu> |
| BugReports: | https://github.com/ShanikaLW/icomb/issues |
| License: | GPL (≥ 3) |
| URL: | https://shanikalw.github.io/icomb/, https://github.com/ShanikaLW/icomb |
| NeedsCompilation: | no |
| Language: | en-US |
| Citation: | icomb citation info |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | icomb results |
| Reference manual: | icomb.html , icomb.pdf |
| Vignettes: |
icomb (source, R code) |
| Package source: | icomb_0.2.0.tar.gz |
| Windows binaries: | r-devel: icomb_0.2.0.zip, r-release: icomb_0.2.0.zip, r-oldrel: icomb_0.2.0.zip |
| macOS binaries: | r-release (arm64): icomb_0.2.0.tgz, r-oldrel (arm64): icomb_0.2.0.tgz, r-release (x86_64): icomb_0.2.0.tgz, r-oldrel (x86_64): icomb_0.2.0.tgz |
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