ForecastCombinations: Forecast Combinations

Aim: Supports the most frequently used methods to combine forecasts. Among others: Simple average, Ordinary Least Squares, Least Absolute Deviation, Constrained Least Squares, Variance-based, Best Individual model, Complete subset regressions and Information-theoretic (information criteria based).

Version: 1.1
Depends: quantreg, quadprog, utils
Suggests: MASS
Published: 2015-11-23
Author: Eran Raviv
Maintainer: Eran Raviv <eeraviv at gmail.com>
License: GPL-2
NeedsCompilation: no
Citation: ForecastCombinations citation info
In views: TimeSeries
CRAN checks: ForecastCombinations results

Downloads:

Reference manual: ForecastCombinations.pdf
Package source: ForecastCombinations_1.1.tar.gz
Windows binaries: r-devel: ForecastCombinations_1.1.zip, r-release: ForecastCombinations_1.1.zip, r-oldrel: ForecastCombinations_1.1.zip
OS X Snow Leopard binaries: r-release: ForecastCombinations_1.1.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: ForecastCombinations_1.1.tgz