Other packages > Find by keyword >

flap  

Forecast Linear Augmented Projection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("flap", "0.2.0")



Attach the package and use:
library("flap")
Maintained by
Yangzhuoran Fin Yang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-28
Latest Update: 2024-02-28
Description:
The Forecast Linear Augmented Projection (flap) method reduces forecast variance by adjusting the forecasts of multivariate time series to be consistent with the forecasts of linear combinations (components) of the series by projecting all forecasts onto the space where the linear constraints are satisfied. The forecast variance can be reduced monotonically by including more components. For a given number of components, the flap method achieves maximum forecast variance reduction among linear projections.
How to cite:
Yangzhuoran Fin Yang (2024). flap: Forecast Linear Augmented Projection. R package version 0.2.0, https://cran.r-project.org/web/packages/flap
Previous versions and publish date:
0.1.0 (2024-02-28 20:10)
Other packages that cited flap R package
View flap citation profile
Other R packages that flap depends, imports, suggests or enhances
Functions, R codes and Examples using the flap R package
Full flap package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

gren  
Adaptive Group-Regularized Logistic Elastic Net Regression
Allows the user to incorporate multiple sources of co-data (e.g., previously obtained p-values, pu ...
Download / Learn more Package Citations See dependency  
partykit  
A Toolkit for Recursive Partytioning
A toolkit with infrastructure for representing, summarizing, and visualizing tree-structured regres ...
Download / Learn more Package Citations See dependency  
AsynchLong  
Regression Analysis of Sparse Asynchronous Longitudinal Data
Estimation of regression models for sparse asynchronous longitudinal observations, where time-depen ...
Download / Learn more Package Citations See dependency  
varEst  
Variance Estimation
Error variance estimation in ultrahigh dimensional datasets with four different methods, viz. Refitt ...
Download / Learn more Package Citations See dependency  
sparseMVN  
Multivariate Normal Functions for Sparse Covariance and Precision Matrices
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covarianc ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

22,799

R Packages

195,128

Dependencies

63,620

Author Associations

22,800

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns