YourCast is an R package that makes forecasts by running sets of linear regressions together in a variety of sophisticated ways. YourCast avoids the bias that results when stacking datasets from separate cross-sections and assuming constant parameters, and the inefficiency that results from running independent regressions in each cross-section.
Read the YourCast vignette for additional details.
How to install
YourCast requires R version 3.2.1 or higher.
Installation from CRAN