Probabilistic Reconciliation via Conditioning

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Documentation for package ‘bayesRecon’ version 0.3.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

carparts_example	Example of a time series from carparts
extr_mkt_events	Extreme market events dataset
extr_mkt_events_basefc	Base forecasts for the extreme market events dataset
get_reconc_matrices	Build hierarchy matrices
infantMortality	Infant Mortality grouped time series dataset
M3_example	Example of a time series from the M3 forecasting competition
M5_CA1_basefc	Example of hierarchical forecasts for a store from the M5 competition
PMF.get_mean	Get the mean of the distribution from a PMF object
PMF.get_quantile	Get quantile from a PMF object
PMF.get_var	Get the variance of the distribution from a PMF object
PMF.sample	Sample from the distribution given as a PMF object
PMF.summary	Returns summary of a PMF object
reconc_BUIS	BUIS for Probabilistic Reconciliation of forecasts via conditioning
reconc_gaussian	Analytical reconciliation of Gaussian base forecasts
reconc_MCMC	MCMC for Probabilistic Reconciliation of forecasts via conditioning
reconc_MixCond	Probabilistic forecast reconciliation of mixed hierarchies via conditioning
reconc_TDcond	Probabilistic forecast reconciliation of mixed hierarchies via top-down conditioning
schaferStrimmer_cov	Schäfer Strimmer covariance shrinkage
temporal_aggregation	Temporal aggregation of a time series