CRAN/E | ForecastCombinations

ForecastCombinations

Forecast Combinations

Installation

About

Aim: Supports the most frequently used methods to combine forecasts. Among others: Simple average, Ordinary Least Squares, Least Absolute Deviation, Constrained Least Squares, Variance-based, Best Individual model, Complete subset regressions and Information-theoretic (information criteria based).

Citation ForecastCombinations citation info

Key Metrics

Version 1.1
Published 2015-11-23 3070 days ago
Needs compilation? no
License GPL-2
CRAN checks ForecastCombinations results

Downloads

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Maintainer

Maintainer

Eran Raviv

eeraviv@gmail.com

Authors

Eran Raviv

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

quantreg
quadprog
utils

Suggests

MASS

Reverse Imports

GeomComb