R: Forecast Reconciliation

# Forecast Reconciliation

## Documentation for package ‘FoReco’ version 1.3.0

- DESCRIPTION file
- Package NEWS
- Package README

## 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
components.foreco | FoReco Reconciliation Class
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
drop_foreco_class | FoReco Reconciliation Class

## -- E --

expside | Italian Quarterly National Accounts Dataset

## -- F --

FoReco | FoReco: Forecast Reconciliation
foreco | FoReco Reconciliation Class
foreco-class | FoReco Reconciliation Class

## -- G --

gdpconsmat | Italian Quarterly National Accounts Dataset

## -- I --

incside | Italian Quarterly National Accounts Dataset
itagdp | Italian Quarterly National Accounts Dataset
iterec | Iterative Cross-temporal Reconciliation

## -- L --

lcmat | Linear Combination (Aggregation) Matrix for a General Linearly Constrained Multiple Time Series

## -- N --

new_foreco_class | FoReco Reconciliation Class

## -- O --

outside | Italian Quarterly National Accounts Dataset

## -- P --

plot.foreco | FoReco Reconciliation Class
print.foreco | FoReco Reconciliation Class
print.summary_foreco | FoReco Reconciliation Class

## -- R --

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
summary.foreco | FoReco Reconciliation Class

## -- 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