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).

Documentation

Manual: GeomComb.pdf
Vignette: None available.

Maintainer: Christoph E. Weiss <info at ceweiss.com>

Author(s): Christoph E. Weiss, Gernot R. Roetzer

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

install.packages("GeomComb")

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)
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Package GeomComb
Materials
URL https://github.com/ceweiss/GeomComb
Task Views OfficialStatistics , TimeSeries
Version 1.0
Published 2016-11-27
License GPL (>= 2)
BugReports https://github.com/ceweiss/GeomComb/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks GeomComb check results
Package source GeomComb_1.0.tar.gz