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htsDegenerateR

Degenerate Hierarchical Time Series Reconciliation

v0.1.0 · Dec 10, 2024 · GPL (>= 2)

Description

Takes the MinT implementation of the 'hts'<https://cran.r-project.org/package=hts> package and adapts it to allow degenerate hierarchical structures. Instead of the "nodes" argument, this function takes an S matrix which is more versatile in the structures it allows. For a demo, see Steinmeister and Pauly (2024)<doi:10.15488/17729>. The MinT algorithm is based on Wickramasuriya et al. (2019)<doi:10.1080/01621459.2018.1448825>.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies SparseM htsDegenerateR

Version History

new 0.1.0 Mar 9, 2026