bayesRecon: Probabilistic Reconciliation via Conditioning
Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2024) <doi:10.1016/j.ijforecast.2023.04.003>, Bottom-Up Importance Sampling (Zambon et al., 2024) <doi:10.1007/s11222-023-10343-y>, methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024) <https://proceedings.mlr.press/v244/zambon24a.html>.
| Version: | 0.3.3 |
| Depends: | R (≥ 4.1.0) |
| Imports: | stats, utils,lpSolve (≥ 5.6.18) |
| Suggests: | knitr,rmarkdown,forecast,glarma,scoringRules,testthat (≥ 3.0.0) |
| Published: | 2025-07-21 |
| DOI: | 10.32614/CRAN.package.bayesRecon |
| Author: | Dario Azzimonti [aut, cre], Nicolò Rubattu [aut], Lorenzo Zambon [aut], Giorgio Corani [aut] |
| Maintainer: | Dario Azzimonti <dario.azzimonti at gmail.com> |
| BugReports: | https://github.com/IDSIA/bayesRecon/issues |
| License: | LGPL (≥ 3) |
| URL: | https://github.com/IDSIA/bayesRecon,https://idsia.github.io/bayesRecon/ |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| In views: | TimeSeries |
| CRAN checks: | bayesRecon results |
Documentation:
Downloads:
| Package source: | bayesRecon_0.3.3.tar.gz |
| Windows binaries: | r-devel:bayesRecon_0.3.3.zip, r-release:bayesRecon_0.3.3.zip, r-oldrel:bayesRecon_0.3.3.zip |
| macOS binaries: | r-release (arm64):bayesRecon_0.3.3.tgz, r-oldrel (arm64):bayesRecon_0.3.3.tgz, r-release (x86_64):bayesRecon_0.3.3.tgz, r-oldrel (x86_64):bayesRecon_0.3.3.tgz |
| Old sources: | bayesRecon archive |
Linking:
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