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icomb: Forecasting Hierarchical Time Series Using Information Combination

Implements the Information Combination (IComb) approach proposed by Nguyen, Vahid and Wickramasuriya (2025)<https://www.monash.edu/business/ebs/research/publications/ebs/2025/wp11-2025.pdf> for hierarchical forecast reconciliation. The method combines information from base forecasts constructed using different information sets while ensuring coherence. It is implemented using a penalized regression-based framework.

Version: 0.2.0
Depends: R (≥ 4.1.0)
Imports: cli, distributional, dplyr, fabletools (≥ 0.7.0), future.apply, generics, glmnet, progressr, purrr, tsibble, vctrs
Suggests: broom, fable, feasts, forecast, future, ggplot2, ggtime, hts, knitr, lubridate, plotly, rmarkdown, spelling, testthat (≥ 3.0.0), tibble, tidyr
Published: 2026-05-27
DOI: 10.32614/CRAN.package.icomb
Author: Shanika Wickramasuriya [aut, cre, cph], Mitchell O'Hara-Wild [ctb], Nuwani Palihawadana [ctb], Minh Nguyen [ctb]
Maintainer: Shanika Wickramasuriya <shanika.wickramasuriya at monash.edu>
BugReports: https://github.com/ShanikaLW/icomb/issues
License: GPL (≥ 3)
URL: https://shanikalw.github.io/icomb/, https://github.com/ShanikaLW/icomb
NeedsCompilation: no
Language: en-US
Citation: icomb citation info
Materials: README, NEWS
In views: TimeSeries
CRAN checks: icomb results

Documentation:

Reference manual: icomb.html , icomb.pdf
Vignettes: icomb (source, R code)

Downloads:

Package source: icomb_0.2.0.tar.gz
Windows binaries: r-devel: icomb_0.2.0.zip, r-release: icomb_0.2.0.zip, r-oldrel: icomb_0.2.0.zip
macOS binaries: r-release (arm64): icomb_0.2.0.tgz, r-oldrel (arm64): icomb_0.2.0.tgz, r-release (x86_64): icomb_0.2.0.tgz, r-oldrel (x86_64): icomb_0.2.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=icomb to link to this page.

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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