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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 |
| Reference manual: | GeomComb.pdf |
| 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 |
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These binaries (installable software) and packages are in development.
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