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).


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Reference manual

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install.packages("ForecastCombinations")

1.1 by Eran Raviv, 3 years ago


Browse source code at https://github.com/cran/ForecastCombinations


Authors: Eran Raviv


Documentation:   PDF Manual  


Task views:


GPL-2 license


Depends on quantreg, quadprog, utils

Suggests MASS


Imported by GeomComb.


See at CRAN