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DESCRIPTION
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Package: ForecastComb
Type: Package
Title: Forecast Combination Methods
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)
Author: Christoph E. Weiss, Gernot R. Roetzer, Eran Raviv
Maintainer: Christoph E. Weiss <[email protected]>
Description: 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>.
URL: https://github.com/ceweiss/ForecastComb
BugReports: https://github.com/ceweiss/ForecastComb/issues
License: GPL (>= 2)
LazyData: true
RoxygenNote: 7.3.1