profoc-package

Package Info

Use multiple online-aggregation algorithms to combine probabilistic forecasts using CRPS Learning as described in Berrisch, Ziel: "CRPS Learning", 2021. The primary function of this package is called online.

tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.008") package

Details

tools:::Rd_package_indices("profoc")

Author(s)

Maintainer: Jonathan Berrisch mailto:Jonathan@Berrisch.biz

Co-Author: Florian Ziel

References

Berrisch, Ziel: "CRPS Learning", 2021

tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.008")

tools:::Rd_expr_doi("10.48550/arXiv.2102.00968")

See Also

Source Code: https://github.com/BerriJ/profoc

BugReports: https://github.com/BerriJ/profoc/issues