R: Forecast Reconciliation

# Forecast Reconciliation

## Documentation for package ‘FoReco’ version 1.2.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

A B C D E F G I L N O P R S T U V

FoReco-package | FoReco: Forecast Reconciliation

## -- A --

aggts | Non-overlapping temporal aggregation of a time series
arrange_hres | One-step and multi-step residuals
as_ctmatrix | Convert between horizon-stacked and cross-temporal layouts
as_hstack_ctlayout | Convert between horizon-stacked and cross-temporal layouts
as_hstack_telayout | Convert between horizon-stacked and temporal layouts
as_tevector | Convert between horizon-stacked and temporal layouts

## -- B --

balance_hierarchy | Aggregation matrix of a (possibly) unbalanced hierarchy in balanced form

## -- C --

commat | Commutation matrix
commat_index | Commutation matrix
csboot | Cross-sectional joint block bootstrap
csbu | Cross-sectional bottom-up reconciliation
cscov | Cross-sectional covariance matrix approximation
cscov.default | Cross-sectional covariance matrix approximation
cscov.ols | Cross-sectional covariance matrix approximation
cscov.sam | Cross-sectional covariance matrix approximation
cscov.shr | Cross-sectional covariance matrix approximation
cscov.str | Cross-sectional covariance matrix approximation
cscov.wls | Cross-sectional covariance matrix approximation
cslcc | Level conditional coherent reconciliation for genuine hierarchical/grouped time series
csmo | Cross-sectional middle-out reconciliation
csmvn | Cross-sectional Gaussian probabilistic reconciliation
csprojmat | Projection matrix for optimal combination cross-sectional reconciliation
csrec | Optimal combination cross-sectional reconciliation
cssmp | Cross-sectional probabilistic reconciliation (sample approach)
cstd | Cross-sectional top-down reconciliation
cstools | Cross-sectional reconciliation tools
cstrec | Heuristic cross-temporal reconciliation
ctboot | Cross-temporal joint block bootstrap
ctbu | Cross-temporal bottom-up reconciliation
ctcov | Cross-temporal covariance matrix approximation
ctcov.acov | Cross-temporal covariance matrix approximation
ctcov.bdsam | Cross-temporal covariance matrix approximation
ctcov.bdshr | Cross-temporal covariance matrix approximation
ctcov.bsam | Cross-temporal covariance matrix approximation
ctcov.bshr | Cross-temporal covariance matrix approximation
ctcov.csstr | Cross-temporal covariance matrix approximation
ctcov.default | Cross-temporal covariance matrix approximation
ctcov.hbsam | Cross-temporal covariance matrix approximation
ctcov.hbshr | Cross-temporal covariance matrix approximation
ctcov.hsam | Cross-temporal covariance matrix approximation
ctcov.hshr | Cross-temporal covariance matrix approximation
ctcov.ols | Cross-temporal covariance matrix approximation
ctcov.sam | Cross-temporal covariance matrix approximation
ctcov.shr | Cross-temporal covariance matrix approximation
ctcov.Ssam | Cross-temporal covariance matrix approximation
ctcov.Sshr | Cross-temporal covariance matrix approximation
ctcov.str | Cross-temporal covariance matrix approximation
ctcov.testr | Cross-temporal covariance matrix approximation
ctcov.wlsh | Cross-temporal covariance matrix approximation
ctcov.wlsv | Cross-temporal covariance matrix approximation
ctlcc | Level conditional coherent reconciliation for cross-temporal hierarchies
ctmo | Cross-temporal middle-out reconciliation
ctmvn | Cross-temporal Gaussian probabilistic reconciliation
ctprojmat | Projection matrix for optimal combination cross-temporal reconciliation
ctrec | Optimal combination cross-temporal reconciliation
ctsmp | Cross-temporal probabilistic reconciliation (sample approach)
cttd | Cross-temporal top-down reconciliation
cttools | Cross-temporal reconciliation tools

## -- D --

df2aggmat | Cross-sectional aggregation matrix of a dataframe

## -- E --

expside | Italian Quarterly National Accounts

## -- F --

FoReco | FoReco: Forecast Reconciliation
FoReco2matrix | Reconciled forecasts to matrix/vector

## -- G --

gdpconsmat | Italian Quarterly National Accounts

## -- I --

incside | Italian Quarterly National Accounts
itagdp | Italian Quarterly National Accounts
iterec | Iterative cross-temporal reconciliation

## -- L --

lcmat | Linear combination (aggregation) matrix for a general linearly constrained multiple time series

## -- N --

new_foreco_info | Low-level construction for reconcilied forecasts attribute foreco_info class

## -- O --

outside | Italian Quarterly National Accounts

## -- P --

print.foreco_info | Low-level construction for reconcilied forecasts attribute foreco_info class

## -- R --

recoinfo | Informations on the reconciliation process
res2matrix | One-step and multi-step residuals

## -- S --

set_bounds | Set bounds for bounded forecast reconciliation
shrink_estim | Shrinkage of the covariance matrix
shrink_oasd | Shrinkage of the covariance matrix using the Oracle approximation

## -- T --

tcsrec | Heuristic cross-temporal reconciliation
teboot | Temporal joint block bootstrap
tebu | Temporal bottom-up reconciliation
tecov | Temporal covariance matrix approximation
tecov.acov | Temporal covariance matrix approximation
tecov.default | Temporal covariance matrix approximation
tecov.har1 | Temporal covariance matrix approximation
tecov.ols | Temporal covariance matrix approximation
tecov.sam | Temporal covariance matrix approximation
tecov.sar1 | Temporal covariance matrix approximation
tecov.shr | Temporal covariance matrix approximation
tecov.str | Temporal covariance matrix approximation
tecov.strar1 | Temporal covariance matrix approximation
tecov.wlsh | Temporal covariance matrix approximation
tecov.wlsv | Temporal covariance matrix approximation
telcc | Level conditional coherent reconciliation for temporal hierarchies
temo | Temporal middle-out reconciliation
temvn | Temporal Gaussian probabilistic reconciliation
teprojmat | Projection matrix for optimal combination temporal reconciliation
terec | Optimal combination temporal reconciliation
tesmp | Temporal probabilistic reconciliation (sample approach)
tetd | Temporal top-down reconciliation
tetools | Temporal reconciliation tools

## -- U --

unbalance_hierarchy | Aggregation matrix of a balanced hierarchy in (possibly) unbalanced form

## -- V --

vnaggmat | Australian Tourism Demand dataset
vndata | Australian Tourism Demand dataset