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).


Reference manual

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1.1 by Eran Raviv, 5 years ago

Browse source code at

Authors: Eran Raviv

Documentation:   PDF Manual  

Task views:

GPL-2 license

Depends on quantreg, quadprog, utils

Suggests MASS

Imported by GeomComb.

See at CRAN