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icomb
View on CRAN: Click
here
Download and install icomb package within the R console
Install from CRAN:
install.packages("icomb")
Install from Github:
library("remotes")
install_github("cran/icomb") Install by package version:
library("remotes")
install_version("icomb", "0.2.0") Attach the package and use:
library("icomb")
Maintained by
Shanika Wickramasuriya
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First Published: 2026-05-27
Latest Update: 2026-05-27
Description:
Implements the Information Combination (IComb) approach proposed by Nguyen, Vahid and Wickramasuriya (2025)<https://www.monash.edu/business/ebs/research/publications/ebs/2025/wp11-2025.pdf> for hierarchical forecast reconciliation. The method combines information from base forecasts constructed using different information sets while ensuring coherence. It is implemented using a penalized regression-based framework.
How to cite:
Shanika Wickramasuriya (2026). icomb: Forecasting Hierarchical Time Series Using Information Combination. R package version 0.2.0, https://cran.r-project.org/web/packages/icomb. Accessed 24 Oct. 2026.
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