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:Yangzhuoran Fin Yang [aut, cre]

flap_0.2.0.9000.tar.gz
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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)
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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'))

Peer review:

Bug tracker:https://github.com/finyang/flap/issues

On CRAN:

3.54 score 1 stars 2 scripts 223 downloads 1 exports 1 dependencies

Last updated 5 months agofrom:6467e3aae9. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 18 2024
R-4.5-winOKOct 18 2024
R-4.5-linuxOKOct 18 2024
R-4.4-winOKOct 18 2024
R-4.4-macOKOct 18 2024
R-4.3-winOKOct 18 2024
R-4.3-macOKOct 18 2024

Exports:flap

Dependencies:corpcor