Package: htsDegenerateR 0.1.0
htsDegenerateR: Degenerate Hierarchical Time Series Reconciliation
Takes the MinT implementation of [hts: Hierarchical and Grouped Time Series]<https://cran.r-project.org/package=hts> and adapts it to allow degenerate hierarchical structures. Instead of the "nodes" argument, this function takes an S matrix which is more versatile in the structures it allows. For a demo, see [Degenerate Hierarchical Time Series Reconciliation With The Minimum Trace Algorithm in R]<doi:10.15488/17729>. The MinT algorithm is based on [Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization]<doi:10.1080/01621459.2018.1448825>.
Authors:
htsDegenerateR_0.1.0.tar.gz
htsDegenerateR_0.1.0.zip(r-4.5)htsDegenerateR_0.1.0.zip(r-4.4)htsDegenerateR_0.1.0.zip(r-4.3)
htsDegenerateR_0.1.0.tgz(r-4.4-any)htsDegenerateR_0.1.0.tgz(r-4.3-any)
htsDegenerateR_0.1.0.tar.gz(r-4.5-noble)htsDegenerateR_0.1.0.tar.gz(r-4.4-noble)
htsDegenerateR_0.1.0.tgz(r-4.4-emscripten)htsDegenerateR_0.1.0.tgz(r-4.3-emscripten)
htsDegenerateR.pdf |htsDegenerateR.html✨
htsDegenerateR/json (API)
NEWS
| # Install 'htsDegenerateR' in R: |
| install.packages('htsDegenerateR', repos = c('https://lsteinmeister.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/lsteinmeister/htsdegenerater/issues
Last updated 1 months agofrom:fcaf7e4ddf. Checks:7 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 10 2025 |
| R-4.5-win | OK | Jan 10 2025 |
| R-4.5-linux | OK | Jan 10 2025 |
| R-4.4-win | OK | Jan 10 2025 |
| R-4.4-mac | OK | Jan 10 2025 |
| R-4.3-win | OK | Jan 10 2025 |
| R-4.3-mac | OK | Jan 10 2025 |
Exports:accuracy.gtsBUMinTstrucScaling
Dependencies:SparseM
