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hdflex  

High-Dimensional Aggregate Density Forecasts
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("hdflex", "0.3.2")



Attach the package and use:
library("hdflex")
Maintained by
Sven Lehmann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-13
Latest Update: 2025-04-30
Description:
Provides a forecasting method that maps vast numbers of (scalar-valued) signals of any type into an aggregate density forecast in a time-varying and computationally fast manner. The method proceeds in two steps: First, it transforms a predictive signal into a density forecast. Second, it combines the generated candidate density forecasts into an ultimate density forecast. The methods are explained in detail in Adaemmer et al. (2023) .
How to cite:
Sven Lehmann (2023). hdflex: High-Dimensional Aggregate Density Forecasts. R package version 0.3.2, https://cran.r-project.org/web/packages/hdflex. Accessed 04 Jun. 2026.
Previous versions and publish date:
0.1.0 (2023-06-13 10:00), 0.2.0 (2023-10-31 14:50), 0.2.1 (2024-02-29 16:00), 0.3.0 (2024-10-11 00:10), 0.3.1 (2025-04-30 09:50)
Other packages that cited hdflex R package
View hdflex citation profile
Other R packages that hdflex depends, imports, suggests or enhances
Complete documentation for hdflex
Functions, R codes and Examples using the hdflex R package
Some associated functions: benchmark_ar2 . dsc . hdflex . inflation_data . stsc . summary_stsc . tvc . 
Some associated R codes: RcppExports.R . data-documentation.R . dsc.R . hdflex.R . stsc.R . summary_stsc.R . tvc.R .  Full hdflex package functions and examples
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