Probabilistic Reconciliation via Conditioning


[Up] [Top]

Documentation for package ‘bayesRecon’ version 0.1.2

Help Pages

carpart Carpart time series
get_reconc_matrices Build hierarchy matrices
infantMortality Infant Mortality grouped time series dataset
M3example 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