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GeomComb: (Geometric) Forecast Combination Methods

Provides eigenvector-based (geometric) forecast combination methods; also includes simple approaches (simple average, median, trimmed and winsorized mean, inverse rank method) and regression-based combination. Tools for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity).

Version: 1.0
Depends: R (≥ 3.0.2)
Imports: forecast (≥ 7.3), ForecastCombinations (≥ 1.1), ggplot2 (≥ 2.1.0), Matrix (≥ 1.2-6), mtsdi (≥ 0.3.3), psych (≥ 1.6.9)
Suggests: testthat (≥ 1.0.2)
Published: 2016-11-27
DOI: 10.32614/CRAN.package.GeomComb
Author: Christoph E. Weiss, Gernot R. Roetzer
Maintainer: Christoph E. Weiss <info at ceweiss.com>
BugReports: https://github.com/ceweiss/GeomComb/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ceweiss/GeomComb
NeedsCompilation: no
Materials: README
CRAN checks: GeomComb results

Documentation:

Reference manual: GeomComb.pdf

Downloads:

Package source: GeomComb_1.0.tar.gz
Windows binaries: r-devel: GeomComb_1.0.zip, r-release: GeomComb_1.0.zip, r-oldrel: GeomComb_1.0.zip
macOS binaries: r-release (arm64): GeomComb_1.0.tgz, r-oldrel (arm64): GeomComb_1.0.tgz, r-release (x86_64): GeomComb_1.0.tgz, r-oldrel (x86_64): GeomComb_1.0.tgz

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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