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-4.7)htsDegenerateR_0.1.0.zip(r-4.6)htsDegenerateR_0.1.0.zip(r-4.5)
htsDegenerateR_0.1.0.tgz(r-4.6-any)htsDegenerateR_0.1.0.tgz(r-4.5-any)
htsDegenerateR_0.1.0.tar.gz(r-4.7-any)htsDegenerateR_0.1.0.tar.gz(r-4.6-any)
htsDegenerateR_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:fcaf7e4ddf. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 108 | ||
| source / vignettes | OK | 179 | ||
| linux-release-x86_64 | OK | 120 | ||
| macos-release-arm64 | OK | 167 | ||
| macos-oldrel-arm64 | OK | 177 | ||
| windows-devel | OK | 195 | ||
| windows-release | OK | 83 | ||
| windows-oldrel | OK | 72 | ||
| wasm-release | OK | 108 |
Exports:accuracy.gtsBUMinTstrucScaling
Dependencies:SparseM
