Probabilistic Reconciliation via Conditioning

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Documentation for package ‘bayesRecon’ version 0.2.0

• 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
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
schaferStrimmer_cov	Schäfer Strimmer covariance shrinkage
temporal_aggregation	Temporal aggregation of a time series