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htsDegenerateR  

Degenerate Hierarchical Time Series Reconciliation
View on CRAN: Click here


Download and install htsDegenerateR package within the R console
Install from CRAN:
install.packages("htsDegenerateR")

Install from Github:
library("remotes")
install_github("cran/htsDegenerateR")

Install by package version:
library("remotes")
install_version("htsDegenerateR", "0.1.0")



Attach the package and use:
library("htsDegenerateR")
Maintained by
Louis Steinmeister
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-12-10
Latest Update: 2024-12-10
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>.
How to cite:
Louis Steinmeister (2024). htsDegenerateR: Degenerate Hierarchical Time Series Reconciliation. R package version 0.1.0, https://cran.r-project.org/web/packages/htsDegenerateR. Accessed 05 Jan. 2025.
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