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hdflex
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", "0.3.0")
Attach the package and use:
library("hdflex")
Maintained by
Sven Lehmann
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-13
Latest Update: 2024-02-29
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 0.3.0, https://cran.r-project.org/web/packages/hdflex. Accessed 06 Jan. 2025.
Previous versions and publish date:
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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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