Reconciled forecasts to matrix/vector

This function splits the temporal vectors and the cross-temporal matrices in a list according to the temporal aggregation order

Usage

FoReco2matrix(x, agg_order, keep_names = FALSE)

Arguments

x

An output from any reconciliation function implemented by FoReco.

agg_order

Highest available sampling frequency per seasonal cycle (max. order of temporal aggregation, \(m\)), or a vector representing a subset of \(p\) factors of \(m\).

keep_names

If FALSE (default), the rownames names of the output matrices are removed.

Value

A list of matrices or vectors distinct by temporal aggregation order.

See also

Utilities: aggts(), balance_hierarchy(), commat(), csprojmat(), cstools(), ctprojmat(), cttools(), df2aggmat(), lcmat(), recoinfo(), res2matrix(), shrink_estim(), teprojmat(), tetools(), unbalance_hierarchy()

Examples

set.seed(123)
# (3 x 7) base forecasts matrix (simulated), Z = X + Y and m = 4
base <- rbind(rnorm(7, rep(c(20, 10, 5), c(1, 2, 4))),
              rnorm(7, rep(c(10, 5, 2.5), c(1, 2, 4))),
              rnorm(7, rep(c(10, 5, 2.5), c(1, 2, 4))))

reco <- ctrec(base = base, agg_mat = t(c(1,1)), agg_order = 4, comb = "ols")
matrix_list <- FoReco2matrix(reco)