Package: flap 0.2.0.9000
flap: Forecast Linear Augmented Projection
The Forecast Linear Augmented Projection (flap) method reduces forecast variance by adjusting the forecasts of multivariate time series to be consistent with the forecasts of linear combinations (components) of the series by projecting all forecasts onto the space where the linear constraints are satisfied. The forecast variance can be reduced monotonically by including more components. For a given number of components, the flap method achieves maximum forecast variance reduction among linear projections.
Authors:
flap_0.2.0.9000.tar.gz
flap_0.2.0.9000.zip(r-4.5)flap_0.2.0.9000.zip(r-4.4)flap_0.2.0.9000.zip(r-4.3)
flap_0.2.0.9000.tgz(r-4.4-any)flap_0.2.0.9000.tgz(r-4.3-any)
flap_0.2.0.9000.tar.gz(r-4.5-noble)flap_0.2.0.9000.tar.gz(r-4.4-noble)
flap_0.2.0.9000.tgz(r-4.4-emscripten)flap_0.2.0.9000.tgz(r-4.3-emscripten)
flap.pdf |flap.html✨
flap/json (API)
NEWS
# Install 'flap' in R: |
install.packages('flap', repos = c('https://finyang.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/finyang/flap/issues
Last updated 5 months agofrom:6467e3aae9. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 17 2024 |
R-4.5-win | OK | Nov 17 2024 |
R-4.5-linux | OK | Nov 17 2024 |
R-4.4-win | OK | Nov 17 2024 |
R-4.4-mac | OK | Nov 17 2024 |
R-4.3-win | OK | Nov 17 2024 |
R-4.3-mac | OK | Nov 17 2024 |
Exports:flap
Dependencies:corpcor
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Forecast Linear Augmented Projection | flap |