CRAN/E | hts

hts

Hierarchical and Grouped Time Series

Installation

About

Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) doi:10.1016/j.csda.2011.03.006, and trace minimization reconciliation (Wickramasuriya et al. 2018) doi:10.1080/01621459.2018.1448825.

pkg.earo.me/hts/
Bug report File report

Key Metrics

Version 6.0.2
R ≥ 3.2.0
Published 2021-05-30 1074 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks hts results

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Maintainer

Maintainer

Earo Wang

earo.wang@gmail.com

Authors

Rob Hyndman

aut

(Package creator)

Alan Lee

aut

(Fast computation using recursive methods)

Earo Wang

aut / cre

Shanika Wickramasuriya

aut

(Reconciliation via trace minimization)

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

The hts Package

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

Old Sources

hts archive

Depends

R ≥ 3.2.0
forecast ≥ 8.12

Imports

SparseM
Matrix
parallel
utils
methods
graphics
grDevices
stats

Suggests

testthat
knitr
rmarkdown
covr

LinkingTo

Rcpp ≥ 0.11.0
RcppEigen

Reverse Depends

gtop

Reverse Imports

finnts
thief

Reverse Suggests

corset