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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>.

Version: 1.3.1
Depends: R (≥ 3.0.2)
Imports: forecast (≥ 7.3), ggplot2 (≥ 2.1.0), Matrix (≥ 1.2-6), mtsdi (≥ 0.3.3), psych (≥ 1.6.9), quadprog (≥ 1.5-5), quantreg (≥ 5.29)
Suggests: testthat (≥ 1.0.2)
Published: 2018-08-07
DOI: 10.32614/CRAN.package.ForecastComb
Author: Christoph E. Weiss, Gernot R. Roetzer, Eran Raviv
Maintainer: Christoph E. Weiss <info at ceweiss.com>
BugReports: https://github.com/ceweiss/ForecastComb/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ceweiss/ForecastComb
NeedsCompilation: no
Materials: README
In views: TimeSeries
CRAN checks: ForecastComb results

Documentation:

Reference manual: ForecastComb.pdf

Downloads:

Package source: ForecastComb_1.3.1.tar.gz
Windows binaries: r-devel: ForecastComb_1.3.1.zip, r-release: ForecastComb_1.3.1.zip, r-oldrel: ForecastComb_1.3.1.zip
macOS binaries: r-release (arm64): ForecastComb_1.3.1.tgz, r-oldrel (arm64): ForecastComb_1.3.1.tgz, r-release (x86_64): ForecastComb_1.3.1.tgz, r-oldrel (x86_64): ForecastComb_1.3.1.tgz
Old sources: ForecastComb archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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