smatrix {hts} | R Documentation |
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 |
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
Examples
smatrix(htseg1)
[Package hts version 6.0.3 Index]