Changelog
Source:NEWS.md
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_TDcondnow 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.summarythat return point estimates and samples from a probability mass function object.Added the dataset
M5_CA1_basefcwhich 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_BUISto pass some base forecast as parameters and some as samples.Added option in
reconc_BUISto 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_covfunction.Fixed bugs.