Probabilistic Reconciliation via Conditioning

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Documentation for package ‘bayesRecon’ version 1.0.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

carparts_example	Example of a time series from carparts
extr_mkt_events	Extreme market events dataset
extr_mkt_events_basefc	Base forecasts for the extreme market events dataset
get_reconc_matrices	Build hierarchy matrices
infantMortality	Infant Mortality grouped time series dataset
M3_example	Example of a time series from the M3 forecasting competition
M5_CA1_basefc	Example of hierarchical forecasts for a store from the M5 competition
Mixed_reconciliation	Probabilistic forecast reconciliation of mixed hierarchies
multi_log_score_optimization	Optimize degrees of freedom (nu) via LOO Cross-Validation
PMF	PMF operations and utilities
PMF_get_mean	PMF operations and utilities
PMF_get_quantile	PMF operations and utilities
PMF_get_var	PMF operations and utilities
PMF_sample	PMF operations and utilities
PMF_summary	PMF operations and utilities
reconc_BUIS	BUIS for Probabilistic Reconciliation of forecasts via conditioning
reconc_gaussian	Analytical reconciliation of Gaussian base forecasts
reconc_MCMC	MCMC for Probabilistic Reconciliation of forecasts via conditioning
reconc_MixCond	Probabilistic forecast reconciliation of mixed hierarchies
reconc_t	t-Rec: reconciliation via conditioning with uncertain covariance via multivariate t-distribution
reconc_TDcond	Probabilistic forecast reconciliation of mixed hierarchies
schaferStrimmer_cov	Schäfer Strimmer covariance shrinkage
swiss_tourism	Swiss tourism: monthly Swiss overnight stay data
temporal_aggregation	Temporal aggregation of a time series