Online Prediction by Expert Aggregation

Misc methods to form online predictions, for regression-oriented time-series, by combining a finite set of forecasts provided by the user. See Cesa-Bianchi and Lugosi (2006) for an overview.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.2.0 by Pierre Gaillard, 2 months ago

Report a bug at

Browse source code at

Authors: Pierre Gaillard [cre, aut] , Yannig Goude [aut] , Laurent Plagne [ctb] , Thibaut Dubois [ctb] , Benoit Thieurmel [ctb]

Documentation:   PDF Manual  

Task views: Time Series Analysis

LGPL license

Imports Rcpp, htmltools, rAmCharts, htmlwidgets, pipeR, alabama, methods, Rdpack

Suggests quantreg, quadprog, RColorBrewer, testthat, splines, caret, mgcv, survival, knitr, gbm, rmarkdown, magrittr

Linking to Rcpp, RcppEigen

See at CRAN