-
Fixed issues in tests that would run into compatibility issues with the new version of waldo.
-
Added new tests for some limit usage of mixCond, TDcond and BUIS.
-
Added GitHub URL and BugReports URL to DESCRIPTION.
-
IMPORTANT CHANGE IN THE API OF THE
reconc_*
functions: they now require the aggregation matrix A and not the summing matrix S. -
The examples section of the
reconc_TDcond
now contains an example showing how to handle the case of an unbalanced hierarchy.
-
Added
reconc_MixCond
, the implementation of Mixed conditioning for the reconciliation of mixed-type hierarchical forecasts. -
Added
reconc_TDcond
, the implementation of Top-down conditioning for the reconciliation of mixed-type hierarchical forecasts. -
Vignette "Reconciliation of M5 hierarchy with mixed-type forecasts".
-
Added functions
PMF.get_mean
,PMF.get_quantile
,PMF.get_var
,PMF.sample
,PMF.summary
that return point estimates and samples from a probability mass function object. -
Added the dataset
M5_CA1_basefc
which contains the base forecasts for the store "CA1" of the hierarchical time series in the M5 competition.
-
Vignette "Properties of the reconciled distribution via conditioning".
-
Added option in
reconc_BUIS
to pass some base forecast as parameters and some as samples. -
Added option in
reconc_BUIS
to input a list of distributions instead of a string. -
Fixed bugs and closed github issues.
-
Vignette "Probabilistic Reconciliation via Conditioning with bayesRecon".
-
Added the
schaferStrimmer_cov
function. -
Fixed bugs.
-
Added a
NEWS.md
file to track changes to the package. -
Fixed issue that could cause test fails on some machines.
- Initial release of the package.