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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 |
DOI: | 10.32614/CRAN.package.hdflex |
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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These binaries (installable software) and packages are in development.
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