FoReco: Forecast Reconciliation

Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2024 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.

Version: 1.1.0
Depends: R (≥ 3.4), Matrix
Imports: methods, osqp, stats, cli
Suggests: testthat (≥ 3.0.0)
Published: 2025-06-07
DOI: 10.32614/CRAN.package.FoReco
Author: Daniele Girolimetto ORCID iD [aut, cre, fnd], Tommaso Di Fonzo ORCID iD [aut, fnd]
Maintainer: Daniele Girolimetto <daniele.girolimetto at unipd.it>
BugReports: https://github.com/danigiro/FoReco/issues
License: GPL-3
URL: https://github.com/danigiro/FoReco, https://danigiro.github.io/FoReco/, https://github.com/danigiro/FoReco
NeedsCompilation: no
Citation: FoReco citation info
Materials: README, NEWS
In views: TimeSeries
CRAN checks: FoReco results

Documentation:

Reference manual: FoReco.html , FoReco.pdf

Downloads:

Package source: FoReco_1.1.0.tar.gz
Windows binaries: r-devel: FoReco_1.1.0.zip, r-release: FoReco_1.1.0.zip, r-oldrel: FoReco_1.1.0.zip
macOS binaries: r-release (arm64): FoReco_1.1.0.tgz, r-oldrel (arm64): FoReco_1.1.0.tgz, r-release (x86_64): FoReco_1.1.0.tgz, r-oldrel (x86_64): FoReco_1.1.0.tgz
Old sources: FoReco archive

Reverse dependencies:

Reverse depends: FoCo2

Linking:

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