-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathDESCRIPTION
More file actions
65 lines (65 loc) · 2.46 KB
/
DESCRIPTION
File metadata and controls
65 lines (65 loc) · 2.46 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
Package: bayesRecon
Type: Package
Date: 2026-04-16
Title: Probabilistic Reconciliation via Conditioning
Version: 1.0.1
Authors@R: c(person(given = "Dario",
family = "Azzimonti",
role = c("aut","cre"),
email = "dario.azzimonti@gmail.com",
comment = c(ORCID = "0000-0001-5080-3061")),
person(given = "Lorenzo",
family = "Zambon",
role = c("aut"),
email = "lorenzo.zambon@idsia.ch",
comment = c(ORCID = "0000-0002-8939-993X")),
person(given = "Stefano",
family = "Damato",
role = c("aut"),
email = "stefano.damato@idsia.ch",
comment = c(ORCID = "0009-0001-0225-3736")),
person(given = "Nicolò",
family = "Rubattu",
role = c("aut"),
email = "nicolo.rubattu@idsia.ch",
comment = c(ORCID = "0000-0002-2703-1005")),
person(given = "Giorgio",
family = "Corani",
role = c("aut"),
email = "giorgio.corani@idsia.ch",
comment = c(ORCID = "0000-0002-1541-8384")))
Maintainer: Dario Azzimonti <dario.azzimonti@gmail.com>
Description: Provides methods for probabilistic reconciliation of hierarchical forecasts of time series.
The available methods include analytical Gaussian reconciliation (Corani et al., 2021)
<doi:10.1007/978-3-030-67664-3_13>,
MCMC reconciliation of count time series (Corani et al., 2024)
<doi:10.1016/j.ijforecast.2023.04.003>,
Bottom-Up Importance Sampling (Zambon et al., 2024)
<doi:10.1007/s11222-023-10343-y>,
methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024)
<https://proceedings.mlr.press/v244/zambon24a.html>,
analytical reconciliation with Bayesian treatment of the covariance matrix (Carrara et al., 2025)
<doi: 10.48550/arXiv.2506.19554>.
License: LGPL (>= 3)
Depends: R (>= 4.1.0)
Imports:
stats,
utils,
lpSolve (>= 5.6.18),
nloptr
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown=TRUE)
RoxygenNote: 7.3.3
Suggests:
knitr,
rmarkdown,
forecast,
glarma,
scoringRules,
ggplot2,
testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
URL: https://github.com/IDSIA/bayesRecon, https://idsia.github.io/bayesRecon/
BugReports: https://github.com/IDSIA/bayesRecon/issues