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Provides a forecasting method that maps vast numbers of (scalar-valued) signals of any type into an aggregate density forecast in a time-varying and computationally fast manner. The method proceeds in two steps: First, it transforms a predictive signal into a density forecast. Second, it combines the generated candidate density forecasts into an ultimate density forecast. The methods are explained in detail in Adaemmer et al. (2023) <doi:10.2139/ssrn.4342487>.
| Version: | 0.2.1 |
| Depends: | R (≥ 4.3.0) |
| Imports: | checkmate (≥ 2.3.1), dplyr (≥ 1.1.4), parallel (≥ 4.3.0), Rcpp, roll (≥ 1.1.6), stats (≥ 4.3.0), stringr (≥ 1.5.1) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 3.2.1) |
| Published: | 2024-02-29 |
| Author: | Sven Lehmann [aut, cre, cph], Philipp Adämmer [aut], Rainer Schüssler [aut] |
| Maintainer: | Sven Lehmann <sven.lehmann at uni-rostock.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | hdflex results |
| Reference manual: | hdflex.pdf |
| Package source: | hdflex_0.2.1.tar.gz |
| Windows binaries: | r-devel: hdflex_0.2.1.zip, r-release: hdflex_0.2.1.zip, r-oldrel: hdflex_0.2.1.zip |
| macOS binaries: | r-release (arm64): hdflex_0.2.1.tgz, r-oldrel (arm64): hdflex_0.2.1.tgz, r-release (x86_64): hdflex_0.2.1.tgz, r-oldrel (x86_64): hdflex_0.2.1.tgz |
| Old sources: | hdflex archive |
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