Package index • FoReco

Cross-sectional reconciliation

All the reconciliation functions for the cross-sectional framework

csbu(): Cross-sectional Bottom-up Reconciliation
csmo(): Cross-sectional Middle-out Reconciliation
cstd(): Cross-sectional Top-down Reconciliation
cslcc(): Level Conditional Coherent Reconciliation for Genuine Hierarchical/Grouped Time Series
csrec(): Optimal Combination Cross-sectional Reconciliation
cssmp(): Cross-sectional Probabilistic Reconciliation (Sample Approach)
csmvn(): Cross-sectional Gaussian Probabilistic Reconciliation

All the reconciliation functions for the temporal framework

tebu(): Temporal Bottom-up Reconciliation
temo(): Temporal Middle-out Reconciliation
tetd(): Temporal Top-down Reconciliation
telcc(): Level Conditional Coherent Reconciliation for Temporal Hierarchies
terec(): Optimal Combination Temporal Reconciliation
tesmp(): Temporal Probabilistic Reconciliation (Sample Approach)
temvn(): Temporal Gaussian Probabilistic Reconciliation

All the reconciliation functions for the cross-temporal framework

ctbu(): Cross-temporal Bottom-up Reconciliation
ctmo(): Cross-temporal Middle-out Reconciliation
cttd(): Cross-temporal Top-down Reconciliation
ctlcc(): Level Conditional Coherent Reconciliation for Cross-temporal Hierarchies
ctrec(): Optimal Combination Cross-temporal Reconciliation
tcsrec() cstrec(): Heuristic Cross-temporal Reconciliation
iterec(): Iterative Cross-temporal Reconciliation
ctsmp(): Cross-temporal Probabilistic Reconciliation (Sample Approach)
ctmvn(): Cross-temporal Gaussian Probabilistic Reconciliation

itagdp outside expside incside gdpconsmat: Italian Quarterly National Accounts Dataset
vndata vnaggmat: Australian Tourism Demand Dataset

Functions to compute the reconciliation matrices

cstools(): Cross-sectional Reconciliation Tools
csprojmat(): Projection Matrix for Optimal Combination Cross-sectional Reconciliation
tetools(): Temporal Reconciliation Tools
teprojmat(): Projection Matrix for Optimal Combination Temporal Reconciliation
cttools(): Cross-temporal Reconciliation Tools
ctprojmat(): Projection Matrix for Optimal Combination Cross-temporal Reconciliation

Functions to compute the covariance matrix estimators

cscov(): Cross-sectional Covariance Matrix Approximation
tecov(): Temporal Covariance Matrix Approximation
ctcov(): Cross-temporal Covariance Matrix Approximation
shrink_estim(): Shrinkage of the Covariance Matrix
shrink_oasd(): Shrinkage of the Covariance Matrix Using the Oracle Approximation

Functions to manipulate the data and the forecasts

aggts(): Non-Overlapping Temporal Aggregation of a Time Series
as_ctmatrix() as_hstack_ctlayout(): Convert Between Horizon-stacked and Cross-temporal Layouts
as_tevector() as_hstack_telayout(): Convert Between Horizon-stacked and Temporal Layouts
balance_hierarchy(): Aggregation Matrix of a (Possibly) Unbalanced Hierarchy in Balanced Form
commat() commat_index(): Commutation Matrix
csboot(): Cross-sectional Joint Block Bootstrap
csprojmat(): Projection Matrix for Optimal Combination Cross-sectional Reconciliation
ctboot(): Cross-temporal Joint Block Bootstrap
df2aggmat(): Cross-sectional Aggregation Matrix of a Dataframe
lcmat(): Linear Combination (Aggregation) Matrix for a General Linearly Constrained Multiple Time Series
res2matrix() arrange_hres() deprecated: One-Step and Multi-Step Residuals
set_bounds(): Set Bounds for Bounded Forecast Reconciliation
teboot(): Temporal Joint Block Bootstrap
unbalance_hierarchy(): Aggregation Matrix of a Balanced Hierarchy in (Possibly) Unbalanced Form
new_foreco_class() summary(<foreco>) print(<summary.foreco>) print(<foreco>) plot(<foreco>) components(<foreco>): FoReco Reconciliation Class