smatrix {hts}

Summing matrix for hierarchical or grouped time series

Description

This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).

Usage

smatrix(xts)

Arguments

xts

Hierarchical or grouped time series of class gts.

Value

A numerical matrix.

Author(s)

Earo Wang

References

Hyndman, R. J., Ahmed, R. A., Athanasopoulos, G., & Shang, H. L. (2011). Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. https://robjhyndman.com/publications/hierarchical/

See Also

hts, gts, combinef

Examples

smatrix(htseg1)