{ "_id": "6ab8fe5699f7aa8c6aa396c8", "Package": "bayesRecon", "Type": "Package", "Date": "2026-08-03", "Title": "Probabilistic Reconciliation via Conditioning", "Version": "1.0.2", "Authors@R": "c(person(given = \"Dario\",\nfamily = \"Azzimonti\",\nrole = c(\"aut\",\"cre\"),\nemail = \"dario.azzimonti@gmail.com\",\ncomment = c(ORCID = \"0000-0001-5080-3061\")),\nperson(given = \"Lorenzo\",\nfamily = \"Zambon\",\nrole = c(\"aut\"),\nemail = \"lorenzo.zambon@idsia.ch\",\ncomment = c(ORCID = \"0000-0002-8939-993X\")),\nperson(given = \"Stefano\",\nfamily = \"Damato\",\nrole = c(\"aut\"),\nemail = \"stefano.damato@idsia.ch\",\ncomment = c(ORCID = \"0009-0001-0225-3736\")),\nperson(given = \"Nicolò\",\nfamily = \"Rubattu\",\nrole = c(\"aut\"),\nemail = \"nicolo.rubattu@idsia.ch\",\ncomment = c(ORCID = \"0000-0002-2703-1005\")),\nperson(given = \"Giorgio\",\nfamily = \"Corani\",\nrole = c(\"aut\"),\nemail = \"giorgio.corani@idsia.ch\",\ncomment = c(ORCID = \"0000-0002-1541-8384\")))", "Maintainer": "Dario Azzimonti ", "Description": "Provides methods for probabilistic reconciliation of\nhierarchical forecasts of time series. The available methods\ninclude analytical Gaussian reconciliation (Corani et al.,\n2021) , MCMC reconciliation\nof count time series (Corani et al., 2024)\n, Bottom-Up Importance\nSampling (Zambon et al., 2024)\n, methods for the\nreconciliation of mixed hierarchies (Mix-Cond and TD-cond)\n(Zambon et al., 2024)\n, analytical\nreconciliation with Bayesian treatment of the covariance matrix\n(Carrara et al., 2025) .", "License": "LGPL (>= 3)", "Encoding": "UTF-8", "LazyData": "true", "Roxygen": "list(markdown=TRUE)", "Config/testthat/edition": "3", "VignetteBuilder": "knitr", "URL": "https://github.com/IDSIA/bayesRecon,\nhttps://idsia.github.io/bayesRecon/", "BugReports": "https://github.com/IDSIA/bayesRecon/issues", "Config/roxygen2/version": "8.0.0", "Config/pak/sysreqs": "cmake", "Repository": "https://idsia.r-universe.dev", "Date/Publication": "2026-08-28 08:52:06 UTC", "RemoteUrl": "https://github.com/idsia/bayesrecon", "RemoteRef": "HEAD", "RemoteSha": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "NeedsCompilation": "no", "Packaged": { "Date": "2026-09-27 11:25:25 UTC", "User": "root" }, "Author": "Dario Azzimonti [aut, cre] (ORCID:\n),\nLorenzo Zambon [aut] (ORCID: ),\nStefano Damato [aut] (ORCID: ),\nNicolò Rubattu [aut] (ORCID: ),\nGiorgio Corani [aut] (ORCID: )", "_user": "idsia", "_type": "src", "_file": "bayesRecon_1.0.2.tar.gz", "_fileid": "https://r2.ropensci.org/17b94feef57e26e77d793d3d7fd49418b3e11f9d8c7fc90d4fa89d99d366bdfd", "_filesize": 4347409, "_sha256": "17b94feef57e26e77d793d3d7fd49418b3e11f9d8c7fc90d4fa89d99d366bdfd", "_expires": "2027-01-05T11:30:28.000Z", "_created": "2026-09-27T11:25:25.000Z", "_published": "2026-09-27T11:30:30.320Z", "_jobs": [ { "job": 108609867916, "time": 225, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "10930767488" }, { "job": 108609867926, "time": 200, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "10930767458" }, { "job": 108609867940, "time": 257, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "10930282783" }, { "job": 108609867903, "time": 231, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "10930686964" }, { "job": 108608757229, "time": 445, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "10930462195" }, { "job": 108609867912, "time": 129, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "10930653210" }, { "job": 108609867946, "time": 162, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "10930154428" }, { "job": 108609867937, "time": 148, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "10931065364" }, { "job": 108609867925, "time": 134, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "10930372529" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559", "_status": "success", "_upstream": "https://github.com/idsia/bayesrecon", "_commit": { "id": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "author": "Dario Azzimonti ", "committer": "Dario Azzimonti ", "message": "Cleaned data-raw folder and updated README with acknoledgements\n", "time": 1787907126 }, "_maintainer": { "name": "Dario Azzimonti", "email": "dario.azzimonti@gmail.com", "login": "dazzimonti", "orcid": "0000-0001-5080-3061", "description": "Lecturer-Researcher at SUPSI - @IDSIA", "uuid": 19173754 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "stats", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "lpSolve", "version": ">= 5.6.18", "role": "Imports" }, { "package": "nloptr", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "forecast", "role": "Suggests" }, { "package": "glarma", "role": "Suggests" }, { "package": "scoringRules", "role": "Suggests" }, { "package": "ggplot2", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "idsia", "_selfowned": true, "_usedby": 1, "_updates": [ { "week": "2026-10", "n": 4 }, { "week": "2026-16", "n": 2 }, { "week": "2026-17", "n": 1 }, { "week": "2026-18", "n": 1 }, { "week": "2026-31", "n": 3 }, { "week": "2026-32", "n": 1 }, { "week": "2026-35", "n": 1 } ], "_tags": [], "_topics": [ "reconciliation", "timeseries" ], "_stars": 9, "_contributors": [ { "user": "dazzimonti", "count": 124, "uuid": 19173754 }, { "user": "lorenzozambon", "count": 114, "uuid": 77152345 }, { "user": "nicorbtt", "count": 56, "uuid": 61237332 }, { "user": "gcorani", "count": 22, "uuid": 18625478 }, { "user": "stefanodamato", "count": 16, "uuid": 137187063 }, { "user": "hadley", "count": 3, "uuid": 4196 } ], "_userbio": { "uuid": 11296960, "type": "organization", "name": "IDSIA", "followers": 74, "description": "Istituto Dalle Molle di Studi sull'Intelligenza Artificiale " }, "_downloads": { "count": 567, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/bayesRecon" }, "_devurl": "https://github.com/idsia/bayesrecon", "_pkgdown": "https://idsia.github.io/bayesRecon/", "_searchresults": 41, "_rbuild": "4.6.1", "_assets": [ "extra/bayesRecon.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md" ], "_homeurl": "https://github.com/idsia/bayesrecon", "_realowner": "idsia", "_cranurl": true, "_releases": [ { "version": "0.1.0", "date": "2023-05-26" }, { "version": "0.1.1", "date": "2023-06-10" }, { "version": "0.1.2", "date": "2023-08-24" }, { "version": "0.2.0", "date": "2023-12-19" }, { "version": "0.3.0", "date": "2024-05-29" }, { "version": "0.3.1", "date": "2024-08-28" }, { "version": "0.3.2", "date": "2024-11-04" }, { "version": "0.3.3", "date": "2025-07-21" }, { "version": "1.0.0", "date": "2026-03-08" }, { "version": "1.0.1", "date": "2026-04-16" }, { "version": "1.0.2", "date": "2026-08-03" } ], "_exports": [ ".check_hierarchical", ".compute_naive_cov", ".core_reconc_BUIS", ".core_reconc_MixCond", ".core_reconc_t", ".core_reconc_TDcond", ".get_Au", ".get_HG", ".lowest_lev", "get_reconc_matrices", "multi_log_score_optimization", "PMF_get_mean", "PMF_get_quantile", "PMF_get_var", "PMF_sample", "PMF_summary", "reconc_BUIS", "reconc_gaussian", "reconc_MCMC", "reconc_MixCond", "reconc_t", "reconc_TDcond", "schaferStrimmer_cov", "temporal_aggregation" ], "_datasets": [ { "name": "carparts_example", "title": "Example of a time series from carparts", "object": "carparts_example", "class": [ "ts" ], "fields": [], "table": false, "tojson": true }, { "name": "extr_mkt_events", "title": "Extreme market events dataset", "object": "extr_mkt_events", "class": [ "mts", "ts", "matrix" ], "fields": [ "ALL", "FIN", "ICT", "MFG", "ENG", "TRD" ], "rows": 3508, "table": true, "tojson": true }, { "name": "extr_mkt_events_basefc", "title": "Base forecasts for the extreme market events dataset", "object": "extr_mkt_events_basefc", "class": [ "list" ], "fields": [], "table": true, "tojson": true }, { "name": "infantMortality", "title": "Infant Mortality grouped time series dataset", "object": "infantMortality", "class": [ "list" ], "fields": [], "table": true, "tojson": true }, { "name": "M3_example", "title": "Example of a time series from the M3 forecasting competition", "object": "M3_example", "class": [ "list" ], "fields": [], "table": false, "tojson": true }, { "name": "M5_CA1_basefc", "title": "Example of hierarchical forecasts for a store from the M5 competition", "object": "M5_CA1_basefc", "class": [ "list" ], "fields": [], "table": false, "tojson": true }, { "name": "swiss_tourism", "title": "Swiss tourism: monthly Swiss overnight stay data", "object": "swiss_tourism", "class": [ "list" ], "fields": [], "table": false, "tojson": true } ], "_help": [ { "page": "carparts_example", "title": "Example of a time series from carparts", "topics": [ "carparts_example" ] }, { "page": "extr_mkt_events", "title": "Extreme market events dataset", "topics": [ "extr_mkt_events" ] }, { "page": "extr_mkt_events_basefc", "title": "Base forecasts for the extreme market events dataset", "topics": [ "extr_mkt_events_basefc" ] }, { "page": "get_reconc_matrices", "title": "Build hierarchy matrices", "topics": [ "get_reconc_matrices" ] }, { "page": "infantMortality", "title": "Infant Mortality grouped time series dataset", "topics": [ "infantMortality" ] }, { "page": "M3_example", "title": "Example of a time series from the M3 forecasting competition", "topics": [ "M3_example" ] }, { "page": "M5_CA1_basefc", "title": "Example of hierarchical forecasts for a store from the M5 competition", "topics": [ "M5_CA1_basefc" ] }, { "page": "Mixed_reconciliation", "title": "Probabilistic forecast reconciliation of mixed hierarchies", "topics": [ "Mixed_reconciliation", "reconc_MixCond", "reconc_TDcond" ] }, { "page": "multi_log_score_optimization", "title": "Optimize degrees of freedom (nu) via LOO Cross-Validation", "topics": [ "multi_log_score_optimization" ] }, { "page": "PMF", "title": "PMF operations and utilities", "topics": [ "PMF", "PMF_get_mean", "PMF_get_quantile", "PMF_get_var", "PMF_sample", "PMF_summary" ] }, { "page": "reconc_BUIS", "title": "BUIS for Probabilistic Reconciliation of forecasts via conditioning", "topics": [ "reconc_BUIS" ] }, { "page": "reconc_gaussian", "title": "Analytical reconciliation of Gaussian base forecasts", "topics": [ "reconc_gaussian" ] }, { "page": "reconc_MCMC", "title": "MCMC for Probabilistic Reconciliation of forecasts via conditioning", "topics": [ "reconc_MCMC" ] }, { "page": "reconc_t", "title": "t-Rec: reconciliation via conditioning with uncertain covariance via multivariate t-distribution", "topics": [ "reconc_t" ] }, { "page": "schaferStrimmer_cov", "title": "Schäfer Strimmer covariance shrinkage", "topics": [ "schaferStrimmer_cov" ] }, { "page": "swiss_tourism", "title": "Swiss tourism: monthly Swiss overnight stay data", "topics": [ "swiss_tourism" ] }, { "page": "temporal_aggregation", "title": "Temporal aggregation of a time series", "topics": [ "temporal_aggregation" ] } ], "_pkglogo": "https://github.com/idsia/bayesrecon/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/idsia/bayesrecon/raw/HEAD/README.md", "_rundeps": [ "lpSolve", "nloptr" ], "_vignettes": [ { "source": "bayesRecon.Rmd", "filename": "bayesRecon.html", "title": "Probabilistic Reconciliation via Conditioning with bayesRecon", "author": "Nicolò Rubattu, Giorgio Corani, Dario Azzimonti, Lorenzo Zambon", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Installation", "Temporal hierarchy over a count time series", "Temporal hierarchy over a smooth time series", "Gaussian reconciliation of a cross-sectional hierarchy", "References" ], "created": "2023-07-26 08:25:24", "modified": "2026-04-16 09:35:23", "commits": 22 }, { "source": "reconciliation_properties.Rmd", "filename": "reconciliation_properties.html", "title": "Properties of the reconciled distribution via conditioning", "author": "Lorenzo Zambon, Giorgio Corani", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Data and base forecasts", "Reconciliation via conditioning", "Reconciled mean and variance", "References" ], "created": "2023-12-14 11:11:03", "modified": "2026-03-05 23:45:13", "commits": 7 }, { "source": "mixed_reconciliation.Rmd", "filename": "mixed_reconciliation.html", "title": "Reconciliation of M5 hierarchy with mixed-type forecasts", "author": "Dario Azzimonti, Lorenzo Zambon, Nicolò Rubattu, Giorgio Corani", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Data and base forecasts", "Gaussian reconciliation", "Reconciliation with mixed-conditioning", "Top down conditioning", "Comparison", "Skill scores", "Boxplots", "Full reproducibility", "References" ], "created": "2024-05-29 15:48:29", "modified": "2026-04-16 09:35:23", "commits": 6 }, { "source": "t_reconciliation.Rmd", "filename": "t_reconciliation.html", "title": "t-Rec: Reconciliation of Gaussian forecasts by modelling the uncertainty on the covariance matrix", "author": "Dario Azzimonti, Chiara Carrara, Lorenzo Zambon, Giorgio Corani", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Loading the data", "Forecasts", "Reconciliation", "Comparison of results", "Comparison of the covariance matrix estimates", "References" ], "created": "2026-04-16 09:35:23", "modified": "2026-07-31 16:27:05", "commits": 4 } ], "_score": 7.88924566089298, "_indexed": true, "_nocasepkg": "bayesrecon", "_universes": [ "idsia", "dazzimonti" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.2", "date": "2026-09-27T11:28:00.000Z", "distro": "resolute", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/dbdb714217144be5ffb7be0b899b71c58487a874ce45e66d89dc7db6e2835b73", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" }, { "r": "4.6.1", "os": "linux", "version": "1.0.2", "date": "2026-09-27T11:27:42.000Z", "distro": "resolute", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/58b2c8f57ed5640120676de4e9543ba00c0b66a1bc2e15366639887783c224f7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" }, { "r": "4.5.3", "os": "mac", "version": "1.0.2", "date": "2026-09-27T11:28:03.000Z", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/25decce58b6c09b4fbb2ba533b7b3229766070fd1e7fc69f8802300c76c5d805", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" }, { "r": "4.6.1", "os": "mac", "version": "1.0.2", "date": "2026-09-27T11:27:41.000Z", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/7a0eb885cb30a6b8d1b20fd4cb89f781747d01b4b3ae0ecfa81ffb2442c542c3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.2", "date": "2026-09-27T11:27:50.000Z", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/d3323d09b06fe8ac0e924ea04243a83d34b45435aaae67892d21f1c7c9628eac", "status": "success", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" }, { "r": "4.7.0", "os": "win", "version": "1.0.2", "date": "2026-09-27T11:26:39.000Z", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/8321a2cf5a1490327e44cbfe628e7e76aa04ff15e0d30135e08766e77600e10f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" }, { "r": "4.5.3", "os": "win", "version": "1.0.2", "date": "2026-09-27T11:26:31.000Z", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/ed536a1264f3b665d2bd32e0544954bbdb58a5f9557c8591a11bbd0cd2d0b56d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" }, { "r": "4.6.1", "os": "win", "version": "1.0.2", "date": "2026-09-27T11:26:33.000Z", "commit": "d28fb34cad7f63b145da6fa7bc2b6ea1d50c432d", "fileid": "https://r2.ropensci.org/498691e497e441593411157f2704d6b5d6538438310f83492aadcc77adb5af2c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/idsia/actions/runs/36315276559" } ] }