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).
Version: | 1.1 |
Depends: | quantreg, quadprog, utils |
Suggests: | MASS |
Published: | 2015-11-23 |
Author: | Eran Raviv |
Maintainer: | Eran Raviv <eeraviv at gmail.com> |
License: | GPL-2 |
NeedsCompilation: | no |
Citation: | ForecastCombinations citation info |
CRAN checks: | ForecastCombinations results |
Reference manual: | ForecastCombinations.pdf |
Package source: | ForecastCombinations_1.1.tar.gz |
Windows binaries: | r-devel: ForecastCombinations_1.1.zip, r-release: ForecastCombinations_1.1.zip, r-oldrel: ForecastCombinations_1.1.zip |
macOS binaries: | r-release: ForecastCombinations_1.1.tgz, r-oldrel: ForecastCombinations_1.1.tgz |
Reverse imports: | GeomComb |
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