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hdflex

High-Dimensional Aggregate Density Forecasts

v0.3.2 · Oct 13, 2025 · GPL (>= 2)

Description

Provides a forecasting method that efficiently maps vast numbers of (scalar-valued) signals 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 and, second, it combines the resulting candidate density forecasts into an ultimate aggregate density forecast. For a detailed explanation of the method, please refer to Adaemmer et al. (2025) <doi:10.1080/07350015.2025.2526424>.

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r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  7.3Mb
  sub-directories of 1Mb or more:
    libs   6.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  7.4Mb
  sub-directories of 1Mb or more:
    libs   6.6Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  7.3Mb
  sub-directories of 1Mb or more:
    libs   6.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  7.4Mb
  sub-directories of 1Mb or more:
    libs   6.6Mb

Dependency Network

Dependencies Reverse dependencies checkmate ggplot2 Rcpp reshape2 hdflex

Version History

new 0.3.2 Mar 9, 2026