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", "0.1.0")



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 0.1.0, https://cran.r-project.org/web/packages/flap
Previous versions and publish date:
No previous versions
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

DWDLargeR  
Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination
Solving large scale distance weighted discrimination. The main algorithm is a symmetric Gauss-Seide ...
Download / Learn more Package Citations See dependency  
svines  
Stationary Vine Copula Models
Provides functionality to fit and simulate from stationary vine copula models for time series, see ...
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  
treeheatr  
Heatmap-Integrated Decision Tree Visualizations
Creates interpretable decision tree visualizations with the data represented as a heatmap at the tr ...
Download / Learn more Package Citations See dependency  
iheiddown  
For Writing Geneva Graduate Institute Documents
A set of tools for writing documents according to Geneva Graduate Institute conventions and regulat ...
Download / Learn more Package Citations See dependency  
MHTrajectoryR  
Bayesian Model Selection in Logistic Regression for the Detection of Adverse Drug Reactions
Spontaneous adverse event reports have a high potential for detecting adverse drug reactions. Howeve ...
Download / Learn more Package Citations See dependency  

22,299

R Packages

189,944

Dependencies

55,238

Author Associations

22,300

Publication Badges

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