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ProbReco  

Score Optimal Probabilistic Forecast Reconciliation
View on CRAN: Click here


Download and install ProbReco package within the R console
Install from CRAN:
install.packages("ProbReco")

Install from Github:
library("remotes")
install_github("cran/ProbReco")

Install by package version:
library("remotes")
install_version("ProbReco", "0.1.2")



Attach the package and use:
library("ProbReco")
Maintained by
Anastasios Panagiotelis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-08-18
Latest Update: 2023-04-20
Description:
Training of reconciliation weights for probabilistic forecasts to optimise total energy (or variogram) score using Stochastic Gradient Descent with automatically differentiated gradients. See Panagiotelis, Gamakumara, Athanasopoulos and Hyndman, (2020) for a description of the methods.
How to cite:
Anastasios Panagiotelis (2020). ProbReco: Score Optimal Probabilistic Forecast Reconciliation. R package version 0.1.2, https://cran.r-project.org/web/packages/ProbReco
Previous versions and publish date:
0.1.0.1 (2020-09-24 10:10), 0.1.0 (2020-08-18 10:50), 0.1.2 (2023-04-05 13:33)
Other packages that cited ProbReco R package
View ProbReco citation profile
Other R packages that ProbReco depends, imports, suggests or enhances
Functions, R codes and Examples using the ProbReco R package
Some associated functions: ProbReco-package . checkinputs . inscoreopt . scoreopt.control . scoreopt . sim_hierarchy . total_score . 
Some associated R codes: ProbReco-package.R . RcppExports.R . data.R . scoreopt_functions.R .  Full ProbReco package functions and examples
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