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 |
SchÃ¤fer Strimmer covariance shrinkage |

temporal_aggregation |
Temporal aggregation of a time series |