Package: ForecastComb 1.3.1

Christoph E. Weiss

ForecastComb: Forecast Combination Methods

Provides geometric- and regression-based forecast combination methods under a unified user interface for the packages 'ForecastCombinations' and 'GeomComb'. Additionally, updated tools and convenience functions for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity). For method details see Hsiao C, Wan SK (2014). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>, and Clemen RT (1989). <doi:10.1016/0169-2070(89)90012-5>.

Authors:Christoph E. Weiss, Gernot R. Roetzer, Eran Raviv

ForecastComb_1.3.1.tar.gz
ForecastComb_1.3.1.zip(r-4.5)ForecastComb_1.3.1.zip(r-4.4)ForecastComb_1.3.1.zip(r-4.3)
ForecastComb_1.3.1.tgz(r-4.4-any)ForecastComb_1.3.1.tgz(r-4.3-any)
ForecastComb_1.3.1.tar.gz(r-4.5-noble)ForecastComb_1.3.1.tar.gz(r-4.4-noble)
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ForecastComb.pdf |ForecastComb.html✨
ForecastComb/json (API)

# Install 'ForecastComb' in R:
install.packages('ForecastComb', repos = c('https://ceweiss.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ceweiss/forecastcomb/issues

Datasets:

On CRAN:

4.72 score 30 stars 35 scripts 296 downloads 20 exports 57 dependencies

Last updated 6 years agofrom:5ea735d106. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 10 2024
R-4.5-winNOTEOct 10 2024
R-4.5-linuxNOTEOct 10 2024
R-4.4-winNOTEOct 10 2024
R-4.4-macNOTEOct 10 2024
R-4.3-winNOTEOct 10 2024
R-4.3-macNOTEOct 10 2024

Exports:auto_combinecomb_BGcomb_CLScomb_CSRcomb_EIG1comb_EIG2comb_EIG3comb_EIG4comb_InvWcomb_LADcomb_MEDcomb_NGcomb_OLScomb_SAcomb_TAcomb_WAcs_dispersionforeccombforeccomb_resrolling_combine

Dependencies:clicodetoolscolorspacecurlfansifarverforeachforecastfracdiffgamgenericsggplot2glueGPArotationgtableisobanditeratorsjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixMatrixModelsmgcvmnormtmtsdimunsellnlmennetpillarpkgconfigpsychquadprogquantmodquantregR6RColorBrewerRcppRcppArmadillorlangscalesSparseMsurvivaltibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo