ForecastComb

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.