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FoReco 0.2.6

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@danigiro danigiro released this 17 May 07:14
Major changes: probabilistic forecast reconciliation
  • Added boot_cs(), boot_te() and boot_ct() to draw samples from, respectively, cross-sectional, temporal and cross-temporal joint (block) bootstrap.
Minor changes
  • Fixed deprecation warnings in Matrix (v. 1.5-0);
  • Improved docs and bug fixes;
  • Fixed ctbu() inputs;
  • Added FoReco2matrix() to trasform FoReco forecasts input and output in a list of matrix/vector class;
  • Added agg_ts(): non-overlapping temporal aggregation of a time series according to a specific aggregation order.
  • Added arrange_hres() and residuals_matrix() functions to arrange residuals for the covariance matrix under Gaussianity;