FoReco: Forecast Reconciliation
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2024 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.4),Matrix |
| Imports: | methods,osqp, stats,cli |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-06-07 |
| DOI: | 10.32614/CRAN.package.FoReco |
| Author: | Daniele Girolimetto [aut, cre, fnd], Tommaso Di Fonzo [aut, fnd] |
| Maintainer: | Daniele Girolimetto <daniele.girolimetto at unipd.it> |
| BugReports: | https://github.com/danigiro/FoReco/issues |
| License: | GPL-3 |
| URL: | https://github.com/danigiro/FoReco,https://danigiro.github.io/FoReco/,https://github.com/danigiro/FoReco |
| NeedsCompilation: | no |
| Citation: | FoReco citation info |
| Materials: | README,NEWS |
| In views: | TimeSeries |
| CRAN checks: | FoReco results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=FoRecoto link to this page.