htsDegenerateR0.1.0 package

Degenerate Hierarchical Time Series Reconciliation

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>.

  • Maintainer: Louis Steinmeister
  • License: GPL (>= 2)
  • Last published: 2024-12-10