Package index
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M3_example - Example of a time series from the M3 forecasting competition
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M5_CA1_basefc - Example of hierarchical forecasts for a store from the M5 competition
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reconc_MixCond()reconc_TDcond() - Probabilistic forecast reconciliation of mixed hierarchies
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PMF_sample()PMF_get_mean()PMF_get_var()PMF_get_quantile()PMF_summary() - PMF operations and utilities
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carparts_example - Example of a time series from carparts
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extr_mkt_events - Extreme market events dataset
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extr_mkt_events_basefc - Base forecasts for the extreme market events dataset
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get_reconc_matrices() - Build hierarchy matrices
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infantMortality - Infant Mortality grouped time series dataset
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multi_log_score_optimization() - Optimize degrees of freedom (nu) via LOO Cross-Validation
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reconc_BUIS() - BUIS for Probabilistic Reconciliation of forecasts via conditioning
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reconc_MCMC() - MCMC for Probabilistic Reconciliation of forecasts via conditioning
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reconc_gaussian() - Analytical reconciliation of Gaussian base forecasts
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reconc_t() - t-Rec: reconciliation via conditioning with uncertain covariance via multivariate t-distribution
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schaferStrimmer_cov() - Schäfer Strimmer covariance shrinkage
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swiss_tourism - Swiss tourism: monthly Swiss overnight stay data
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temporal_aggregation() - Temporal aggregation of a time series