CRAN/E | GeomComb

GeomComb

(Geometric) Forecast Combination Methods

Installation

About

Provides eigenvector-based (geometric) forecast combination methods; also includes simple approaches (simple average, median, trimmed and winsorized mean, inverse rank method) and regression-based combination. Tools for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity).

github.com/ceweiss/GeomComb
Bug report File report

Key Metrics

Version 1.0
R ≥ 3.0.2
Published 2016-11-27 2706 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks GeomComb results

Downloads

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Maintainer

Maintainer

Christoph E. Weiss

info@ceweiss.com

Authors

Christoph E. Weiss
Gernot R. Roetzer

Material

README
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

R ≥ 3.0.2

Imports

forecast ≥ 7.3
ForecastCombinations ≥ 1.1
ggplot2 ≥2.1.0
Matrix ≥ 1.2-6
mtsdi ≥ 0.3.3
psych ≥ 1.6.9

Suggests

testthat ≥ 1.0.2