Package: flap
Type: Package
Title: Forecast Linear Augmented Projection
Version: 0.2.0.9000
Authors@R: 
      person(given = "Yangzhuoran Fin", 
             family = "Yang", 
             email = "yangyangzhuoran@gmail.com", 
             role = c("aut", "cre"), 
             comment = c(ORCID = "0000-0002-1232-8017")) 
Description: 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.
License: GPL (>= 3)
Encoding: UTF-8
URL: https://github.com/FinYang/flap
BugReports: https://github.com/FinYang/flap/issues/
Imports: corpcor, utils
RoxygenNote: 7.2.3
Suggests: forecast, stats
Repository: https://finyang.r-universe.dev
Date/Publication: 2024-06-20 15:15:47 UTC
RemoteUrl: https://github.com/finyang/flap
RemoteRef: HEAD
RemoteSha: 6467e3aae9531a0d14b8f6bdbda2d130e7d8b216
NeedsCompilation: no
Packaged: 2026-10-04 09:15:42 UTC; root
Author: Yangzhuoran Fin Yang [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-1232-8017>)
Maintainer: Yangzhuoran Fin Yang <yangyangzhuoran@gmail.com>
Depends: R (>= 4.1.0)