The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

ForecastComb: Forecast Combination Methods

Provides geometric- and regression-based forecast combination methods under a unified user interface for the packages 'ForecastCombinations' and 'GeomComb'. Additionally, updated tools and convenience functions for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity). For method details see Hsiao C, Wan SK (2014). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>, and Clemen RT (1989). <doi:10.1016/0169-2070(89)90012-5>.

Version: 1.3.1
Depends: R (≥ 3.0.2)
Imports: forecast (≥ 7.3), ggplot2 (≥ 2.1.0), Matrix (≥ 1.2-6), mtsdi (≥ 0.3.3), psych (≥ 1.6.9), quadprog (≥ 1.5-5), quantreg (≥ 5.29)
Suggests: testthat (≥ 1.0.2)
Published: 2018-08-07
DOI: 10.32614/CRAN.package.ForecastComb
Author: Christoph E. Weiss, Gernot R. Roetzer, Eran Raviv
Maintainer: Christoph E. Weiss <info at ceweiss.com>
BugReports: https://github.com/ceweiss/ForecastComb/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ceweiss/ForecastComb
NeedsCompilation: no
Materials: README
In views: TimeSeries
CRAN checks: ForecastComb results

Documentation:

Reference manual: ForecastComb.pdf

Downloads:

Package source: ForecastComb_1.3.1.tar.gz
Windows binaries: r-devel: ForecastComb_1.3.1.zip, r-release: ForecastComb_1.3.1.zip, r-oldrel: ForecastComb_1.3.1.zip
macOS binaries: r-release (arm64): ForecastComb_1.3.1.tgz, r-oldrel (arm64): ForecastComb_1.3.1.tgz, r-release (x86_64): ForecastComb_1.3.1.tgz, r-oldrel (x86_64): ForecastComb_1.3.1.tgz
Old sources: ForecastComb archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ForecastComb 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.