icomb
0.2.0Forecasting Hierarchical Time Series Using Information Combination
Overview
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.
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- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-05-287 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 67%
- References docs
- 20%
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Checks run against github.com/shanikalw/icomb on 2026-07-30.
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Code & Tests
People & History
1 release. R releases are shown for context.
- 0.2.0Latest2026-05-27 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-27
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.1.0
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet