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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. Accessed 18 Feb. 2025.
Previous versions and publish date:
0.1.0 (2024-02-28 20:10)
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Complete documentation for flap
Functions, R codes and Examples using the flap R package
Full flap package functions and examples
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