| FoCo2-package |
FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series |
| cscov |
Cross-sectional covariance matrix approximation |
| cscov.sambe |
Cross-sectional covariance matrix approximation |
| cscov.sambv |
Cross-sectional covariance matrix approximation |
| cscov.shrbe |
Cross-sectional covariance matrix approximation |
| cscov.shrbv |
Cross-sectional covariance matrix approximation |
| csmtc |
Cross-sectional optimal multi-task forecast combination |
| csocc |
Cross-sectional optimal coherent forecast combination |
| csscr |
Cross-sectional sequential combination-reconciliation |
| cssrc |
Cross-sectional sequential reconciliation-combination |
| FoCo2 |
FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series |
| occmat |
Matrices for the optimal coherent forecast combination |
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