diff --git a/man/auto_combine.Rd b/man/auto_combine.Rd index cb7514e..8e109e7 100644 --- a/man/auto_combine.Rd +++ b/man/auto_combine.Rd @@ -61,9 +61,6 @@ param_list<-list() param_list$comb_EIG3$ntop_pred<-3 best_combination_restricted<-auto_combine(data, criterion = "MAPE", param_list = param_list) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \seealso{ \code{\link{foreccomb}}, @@ -71,5 +68,7 @@ Christoph E. Weiss and Gernot R. Roetzer \code{\link{summary.foreccomb_res}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{optimize} - diff --git a/man/comb_BG.Rd b/man/comb_BG.Rd index 7721fc9..d8f3d8a 100644 --- a/man/comb_BG.Rd +++ b/man/comb_BG.Rd @@ -48,9 +48,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_BG(data) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Bates, J. M., and Granger, C. W. (1969). The Combination of Forecasts. \emph{Journal of the Operational Research Society}, \bold{20(4)}, 451--468. @@ -64,5 +61,7 @@ Timmermann, A. (2006). Forecast Combinations. In: Elliott, G., Granger, C. W. J. \code{\link{summary.foreccomb_res}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_CLS.Rd b/man/comb_CLS.Rd index a645171..a39f9ff 100644 --- a/man/comb_CLS.Rd +++ b/man/comb_CLS.Rd @@ -73,4 +73,3 @@ Schemes for Combining Electricity Spot Price Forecasts. \emph{Energy Economics}, \code{\link[forecast]{accuracy}} } \keyword{models} - diff --git a/man/comb_CSR.Rd b/man/comb_CSR.Rd index 9d2cf1f..fd3ae78 100644 --- a/man/comb_CSR.Rd +++ b/man/comb_CSR.Rd @@ -45,9 +45,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_CSR(data) -} -\author{ -Eran Raviv and Gernot R. Roetzer } \references{ Hansen, B. (2008). Least-squares forecast averaging \emph{Journal of Econometrics}, \bold{146(2)}, 342--350. @@ -67,5 +64,7 @@ Graham, E., Garganob, A., Timmermann, A. (2013). Complete subset regressions. \code{\link{comb_NG}}, \code{\link[forecast]{accuracy}} } +\author{ +Eran Raviv and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_EIG1.Rd b/man/comb_EIG1.Rd index adbad11..2489301 100644 --- a/man/comb_EIG1.Rd +++ b/man/comb_EIG1.Rd @@ -54,9 +54,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_EIG1(data) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emph{Journal of Econometrics}, \bold{178(2)}, 294--309. @@ -71,5 +68,7 @@ Newbold, P., and Granger, C. W. J. (1974). Experience with Forecasting Univariat \code{\link{comb_NG}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_EIG2.Rd b/man/comb_EIG2.Rd index 5f1e800..5cb02cb 100644 --- a/man/comb_EIG2.Rd +++ b/man/comb_EIG2.Rd @@ -59,9 +59,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_EIG2(data) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emph{Journal of Econometrics}, \bold{178(2)}, 294--309. @@ -73,5 +70,7 @@ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emp \code{\link{summary.foreccomb_res}}, \code{\link{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_EIG3.Rd b/man/comb_EIG3.Rd index d69b15b..981e496 100644 --- a/man/comb_EIG3.Rd +++ b/man/comb_EIG3.Rd @@ -60,9 +60,6 @@ comb_EIG3(data, ntop_pred = 2, criterion = NULL) data<-foreccomb(train_o, train_p, test_o, test_p) comb_EIG3(data, ntop_pred = NULL, criterion = "RMSE") -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emph{Journal of Econometrics}, \bold{178(2)}, 294--309. @@ -74,5 +71,7 @@ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emp \code{\link{summary.foreccomb_res}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_EIG4.Rd b/man/comb_EIG4.Rd index b71fe4e..4ef9f29 100644 --- a/man/comb_EIG4.Rd +++ b/man/comb_EIG4.Rd @@ -61,9 +61,6 @@ comb_EIG4(data, ntop_pred = 2, criterion = NULL) data<-foreccomb(train_o, train_p, test_o, test_p) comb_EIG4(data, ntop_pred = NULL, criterion = "RMSE") -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emph{Journal of Econometrics}, \bold{178(2)}, 294--309. @@ -76,5 +73,7 @@ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emp \code{\link[ForecastComb]{summary.foreccomb_res}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_InvW.Rd b/man/comb_InvW.Rd index f55b65f..f9fbf6f 100644 --- a/man/comb_InvW.Rd +++ b/man/comb_InvW.Rd @@ -45,9 +45,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_InvW(data) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Aiolfi, M., amd Timmermann, A. (2006). Persistence in Forecasting Performance and Conditional Combination Strategies. \emph{Journal of Econometrics}, \bold{135(1)}, 31--53. @@ -61,5 +58,7 @@ Bates, J. M., and Granger, C. W. (1969). The Combination of Forecasts. \emph{Jou \code{\link{comb_BG}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_LAD.Rd b/man/comb_LAD.Rd index fc898b0..19d99b2 100644 --- a/man/comb_LAD.Rd +++ b/man/comb_LAD.Rd @@ -64,4 +64,3 @@ Schemes for Combining Electricity Spot Price Forecasts. \emph{Energy Economics}, \code{\link[forecast]{accuracy}} } \keyword{models} - diff --git a/man/comb_MED.Rd b/man/comb_MED.Rd index 684b426..30902f5 100644 --- a/man/comb_MED.Rd +++ b/man/comb_MED.Rd @@ -45,9 +45,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_MED(data) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Armstrong, J. S. (1989). Combining Forecasts: The End of the Beginning or the Beginning of the End?. \emph{International Journal of Forecasting}, @@ -70,5 +67,7 @@ Timmermann, A. (2006). Forecast Combinations. In: Elliott, G., Granger, C. W. J. \code{\link{comb_SA}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_NG.Rd b/man/comb_NG.Rd index c283e2b..be658a6 100644 --- a/man/comb_NG.Rd +++ b/man/comb_NG.Rd @@ -54,9 +54,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_NG(data) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Bates, J. M., and Granger, C. W. (1969). The Combination of Forecasts. \emph{Journal of the Operational Research Society}, \bold{20(4)}, 451--468. @@ -74,5 +71,7 @@ Newbold, P., and Granger, C. W. J. (1974). Experience with Forecasting Univariat \code{\link{summary.foreccomb_res}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_OLS.Rd b/man/comb_OLS.Rd index d411815..8a9f702 100644 --- a/man/comb_OLS.Rd +++ b/man/comb_OLS.Rd @@ -72,4 +72,3 @@ Schemes for Combining Electricity Spot Price Forecasts. \emph{Energy Economics}, \code{\link[forecast]{accuracy}} } \keyword{models} - diff --git a/man/comb_SA.Rd b/man/comb_SA.Rd index be71e71..f112588 100644 --- a/man/comb_SA.Rd +++ b/man/comb_SA.Rd @@ -48,9 +48,6 @@ test_p<-preds[81:100,] data<-foreccomb(train_o, train_p, test_o, test_p) comb_SA(data) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Palm, F. C., and Zellner, A. (1992). To Combine or not to Combine? Issues of Combining Forecasts. \emph{Journal of Forecasting}, \bold{11(8)}, 687--701. @@ -67,5 +64,7 @@ Timmermann, A. (2006). Forecast Combinations. In: Elliott, G., Granger, C. W. J. \code{\link{summary.foreccomb_res}}, \code{\link{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_TA.Rd b/man/comb_TA.Rd index 73dff38..dd166ef 100644 --- a/man/comb_TA.Rd +++ b/man/comb_TA.Rd @@ -63,9 +63,6 @@ comb_TA(data, trim_factor=0.1) data<-foreccomb(train_o, train_p, test_o, test_p) comb_TA(data, criterion="RMSE") -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Armstrong, J. S. (2001). Combining Forecasts. In: \emph{Armstrong, J. S. (Ed.), Principles of Forecasting. Springer, Boston, MA}, 417--439. @@ -83,5 +80,7 @@ Stock, J. H., and Watson, M. W. (2004). Combination Forecasts of Output Growth i \code{\link{comb_MED}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/comb_WA.Rd b/man/comb_WA.Rd index 06bd577..e2a5525 100644 --- a/man/comb_WA.Rd +++ b/man/comb_WA.Rd @@ -63,9 +63,6 @@ comb_TA(data, trim_factor=0.1) data<-foreccomb(train_o, train_p, test_o, test_p) comb_TA(data, criterion="RMSE") -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \references{ Jose, V. R. R., and Winkler, R. L. (2008). Simple Robust Averages of Forecasts: Some Empirical Results. \emph{International Journal of Forecasting}, \bold{24(1)}, 163--169. @@ -79,5 +76,7 @@ Jose, V. R. R., and Winkler, R. L. (2008). Simple Robust Averages of Forecasts: \code{\link{comb_TA}}, \code{\link[forecast]{accuracy}} } +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} \keyword{models} - diff --git a/man/cs_dispersion.Rd b/man/cs_dispersion.Rd index 0ed259d..c23f3c8 100644 --- a/man/cs_dispersion.Rd +++ b/man/cs_dispersion.Rd @@ -54,4 +54,3 @@ Hsiao, C., and Wan, S. K. (2014). Is There An Optimal Forecast Combination? \emp \code{\link[base]{range}} } \keyword{ts} - diff --git a/man/foreccomb.Rd b/man/foreccomb.Rd index 39cfffd..3fc2560 100644 --- a/man/foreccomb.Rd +++ b/man/foreccomb.Rd @@ -4,8 +4,15 @@ \alias{foreccomb} \title{Format Raw Data for Forecast Combination} \usage{ -foreccomb(observed_vector, prediction_matrix, newobs = NULL, - newpreds = NULL, byrow = FALSE, na.impute = TRUE, criterion = "RMSE") +foreccomb( + observed_vector, + prediction_matrix, + newobs = NULL, + newpreds = NULL, + byrow = FALSE, + na.impute = TRUE, + criterion = "RMSE" +) } \arguments{ \item{observed_vector}{A vector or univariate time series; contains \sQuote{actual values} for training set.} @@ -82,9 +89,6 @@ foreccomb(train_o, train_p_na, na.impute = TRUE) train_p[,2] <- 0.8*train_p[,1] + 0.4*train_p[,8] foreccomb(train_o, train_p, criterion="RMSE") -} -\author{ -Christoph E. Weiss, Gernot R. Roetzer } \references{ Junger, W. L., Ponce de Leon, A., and Santos, N. (2003). Missing Data Imputation in Multivariate Time Series @@ -97,5 +101,7 @@ Dempster, A., Laird, N., and Rubin D. (1977). Maximum Likelihood from Incomplete \code{\link[mtsdi]{mnimput}}, \code{\link[Matrix]{rankMatrix}} } +\author{ +Christoph E. Weiss, Gernot R. Roetzer +} \keyword{manip} - diff --git a/man/foreccomb_res.Rd b/man/foreccomb_res.Rd index 1bae40b..948de27 100644 --- a/man/foreccomb_res.Rd +++ b/man/foreccomb_res.Rd @@ -4,10 +4,21 @@ \alias{foreccomb_res} \title{Result Rbject for the Forecast Combination Methods} \usage{ -foreccomb_res(method, modelnames, fitted, accuracy_insample, input_data, - predict = NULL, intercept = NULL, weights = NULL, pred = NULL, - accuracy_outsample = NULL, trim_factor = NULL, top_predictors = NULL, - ranking = NULL) +foreccomb_res( + method, + modelnames, + fitted, + accuracy_insample, + input_data, + predict = NULL, + intercept = NULL, + weights = NULL, + pred = NULL, + accuracy_outsample = NULL, + trim_factor = NULL, + top_predictors = NULL, + ranking = NULL +) } \arguments{ \item{method}{Name of the method.} @@ -45,4 +56,3 @@ Stores the results and inputs for some combined forecasts. \author{ Christoph E. Weiss, Gernot R. Roetzer } - diff --git a/man/plot.foreccomb_res.Rd b/man/plot.foreccomb_res.Rd index f6dc03f..4d07e5b 100644 --- a/man/plot.foreccomb_res.Rd +++ b/man/plot.foreccomb_res.Rd @@ -33,12 +33,11 @@ data<-foreccomb(train_o, train_p, test_o, test_p) fit <- comb_EIG1(data) plot(fit) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \seealso{ \code{\link[ForecastComb]{foreccomb}}, \code{\link[ForecastComb]{summary.foreccomb_res}} } - +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} diff --git a/man/predict.foreccomb_res.Rd b/man/predict.foreccomb_res.Rd index 6dc7a98..bfc3972 100644 --- a/man/predict.foreccomb_res.Rd +++ b/man/predict.foreccomb_res.Rd @@ -4,8 +4,7 @@ \alias{predict.foreccomb_res} \title{Prediction function for Forecast Combinations} \usage{ -\method{predict}{foreccomb_res}(object, newpreds, newobs = NULL, - simplify = TRUE, byrow = FALSE, ...) +\method{predict}{foreccomb_res}(object, newpreds, newobs = NULL, simplify = TRUE, byrow = FALSE, ...) } \arguments{ \item{object}{An object of class 'foreccomb'. Contains training set (actual values + matrix of model forecasts) and optionally a test set.} @@ -42,11 +41,10 @@ data<-foreccomb(train_o, train_p) fit<-comb_BG(data) predict(fit, test_p) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \seealso{ \code{\link[ForecastComb]{foreccomb}}, } - +\author{ +Christoph E. Weiss and Gernot R. Roetzer +} diff --git a/man/rolling_combine.Rd b/man/rolling_combine.Rd index 106ba1b..7227acc 100644 --- a/man/rolling_combine.Rd +++ b/man/rolling_combine.Rd @@ -54,9 +54,6 @@ static_OLS <- comb_OLS(data) #Dynamic forecast combination: dyn_OLS <- rolling_combine(data, "comb_OLS") -} -\author{ -Christoph E. Weiss } \references{ Bergmeir, C., Hyndman, R.J., and Koo, B. (2015). A Note on the Validity of Cross-Validation @@ -70,5 +67,7 @@ Timmermann, A. (2006). Forecast Combinations. \emph{Handbook of Economic Forecas \code{\link{plot.foreccomb_res}}, \code{\link{summary.foreccomb_res}}, } +\author{ +Christoph E. Weiss +} \keyword{models} - diff --git a/man/summary.foreccomb_res.Rd b/man/summary.foreccomb_res.Rd index 22ce2e6..460f2d3 100644 --- a/man/summary.foreccomb_res.Rd +++ b/man/summary.foreccomb_res.Rd @@ -1,8 +1,8 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/summary.foreccomb_res.R \name{summary.foreccomb_res} -\alias{print.foreccomb_res_summary} \alias{summary.foreccomb_res} +\alias{print.foreccomb_res_summary} \title{Summary of Forecast Combination} \usage{ \method{summary}{foreccomb_res}(object, ...) @@ -33,12 +33,11 @@ data<-foreccomb(train_o, train_p, test_o, test_p) fit<-comb_BG(data) summary(fit) -} -\author{ -Christoph E. Weiss and Gernot R. Roetzer } \seealso{ \code{\link[ForecastComb]{foreccomb}}, \code{\link[ForecastComb]{plot.foreccomb_res}}, } - +\author{ +Christoph E. Weiss and Gernot R. Roetzer +}