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Changelog

Source: NEWS.md

bayesRecon 1.0.0

  • Major update to the API for the reconciliation functions that breaks older code. The inputs and outputs are now standardized.

  • Added the function reconc_t which implements the t-Rec method for a Bayesian treatment of the covariance of the residuals.

  • The function reconc_gaussian now takes as input the residuals and computes the covariance matrix internally.

  • Added the dataset swiss_tourism that contains time series of monthly overnight stay data in each Canton in Switzerland.

  • Added logo to the package

  • Major internal change to all reconc_* functions: the main algorithm is now developed in the functions .core_reconc_*, they are exported but do not appear in the main documentation.

  • Minor bug fixes in all functions.

bayesRecon 0.3.3

CRAN release: 2025-07-21

  • Minor bug fixes.

bayesRecon 0.3.2

CRAN release: 2024-11-04

  • Fixed issues in tests that would run into compatibility issues with the new version of waldo.

  • Added new tests for some limit usage of mixCond, TDcond and BUIS.

  • Added GitHub URL and BugReports URL to DESCRIPTION.

bayesRecon 0.3.1

CRAN release: 2024-08-28

  • IMPORTANT CHANGE IN THE API OF THE reconc_* functions: they now require the aggregation matrix A and not the summing matrix S.

  • The examples section of the reconc_TDcond now contains an example showing how to handle the case of an unbalanced hierarchy.

bayesRecon 0.3.0

CRAN release: 2024-05-29

  • Added reconc_MixCond, the implementation of Mixed conditioning for the reconciliation of mixed-type hierarchical forecasts.

  • Added reconc_TDcond, the implementation of Top-down conditioning for the reconciliation of mixed-type hierarchical forecasts.

  • Vignette “Reconciliation of M5 hierarchy with mixed-type forecasts”.

  • Added functions PMF.get_mean, PMF.get_quantile, PMF.get_var, PMF.sample, PMF.summary that return point estimates and samples from a probability mass function object.

  • Added the dataset M5_CA1_basefc which contains the base forecasts for the store “CA1” of the hierarchical time series in the M5 competition.

bayesRecon 0.2.0

CRAN release: 2023-12-19

  • Vignette “Properties of the reconciled distribution via conditioning”.

  • Added option in reconc_BUIS to pass some base forecast as parameters and some as samples.

  • Added option in reconc_BUIS to input a list of distributions instead of a string.

  • Fixed bugs and closed github issues.

bayesRecon 0.1.2

CRAN release: 2023-08-24

  • Vignette “Probabilistic Reconciliation via Conditioning with bayesRecon”.

  • Added the schaferStrimmer_cov function.

  • Fixed bugs.

bayesRecon 0.1.1

CRAN release: 2023-06-09

  • Added a NEWS.md file to track changes to the package.

  • Fixed issue that could cause test fails on some machines.

bayesRecon 0.1.0

CRAN release: 2023-05-26

  • Initial release of the package.