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).

Documentation

Manual: ForecastCombinations.pdf
Vignette: None available.

Maintainer: Eran Raviv <eeraviv at gmail.com>

Author(s): Eran Raviv

Install package and any missing dependencies by running this line in your R console:

install.packages("ForecastCombinations")

Depends quantreg, quadprog, utils
Imports
Suggests MASS
Enhances
Linking to
Reverse
depends
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imports
GeomComb
Reverse
suggests
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enhances
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linking to

Package ForecastCombinations
Materials
URL
Task Views TimeSeries
Version 1.1
Published 2015-11-23
License GPL-2
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks ForecastCombinations check results
Package source ForecastCombinations_1.1.tar.gz