Vignette for the function reconc_t.
Updated version of README
Fixed a bug in auxiliary function to reconc_t (.compute_naive_cov) that could cause major fail.
reconc_t now stops when Cholesky of the covariance fail, no longer returns a warning and tries another method.
Small fixes to uniform what is returned by the reconc_* functions.
Major update to the API for the reconciliation functions that breaks older code. The inputs and outputs are now standardized.
Added the function reconc_t which implements the t-Rec method for a Bayesian treatment of the covariance of the residuals.
The function reconc_gaussian now takes as input the residuals and computes the covariance matrix internally.
Added the dataset swiss_tourism that contains time series of monthly overnight stay data in each Canton in Switzerland.
Added logo to the package
Major internal change to all reconc_* functions: the main algorithm is now developed in the functions .core_reconc_*, they are exported but do not appear in the main documentation.
Minor bug fixes in all functions.
Fixed issues in tests that would run into compatibility issues with the new version of waldo.
Added new tests for some limit usage of mixCond, TDcond and BUIS.
Added GitHub URL and BugReports URL to DESCRIPTION.
IMPORTANT CHANGE IN THE API OF THE reconc_* functions: they now require the aggregation matrix A and not the summing matrix S.
The examples section of the reconc_TDcond now contains an example showing how to handle the case of an unbalanced hierarchy.
Added reconc_MixCond, the implementation of Mixed conditioning for the reconciliation of mixed-type hierarchical forecasts.
Added reconc_TDcond, the implementation of Top-down conditioning for the reconciliation of mixed-type hierarchical forecasts.
Vignette "Reconciliation of M5 hierarchy with mixed-type forecasts".
Added functions PMF.get_mean, PMF.get_quantile, PMF.get_var, PMF.sample, PMF.summary that return point estimates and samples from a probability mass function object.
Added the dataset M5_CA1_basefc which contains the base forecasts for the store "CA1" of the hierarchical time series in the M5 competition.
Vignette "Properties of the reconciled distribution via conditioning".
Added option in reconc_BUIS to pass some base forecast as parameters and some as samples.
Added option in reconc_BUIS to input a list of distributions instead of a string.
Fixed bugs and closed github issues.
Vignette "Probabilistic Reconciliation via Conditioning with bayesRecon".
Added the schaferStrimmer_cov function.
Fixed bugs.
Added a NEWS.md file to track changes to the package.
Fixed issue that could cause test fails on some machines.