Package: forecastHybrid
Title: Convenient Functions for Ensemble Time Series Forecasts
Version: 0.4.0
Date: 2017-03-31
Authors@R: c(
   person("David", "Shaub", email = "davidshaub@gmx.com", role = c("aut", "cre")),
   person("Peter", "Ellis", email = "peter.ellis2013nz@gmail.com", role = c("aut"))
   )
Description: Convenient functions for ensemble forecasts in R combining
    approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(),
    thetam(), nnetar(), stlm(), and tbats() can be combined with equal weights, weights
    based on in-sample errors, or CV weights. Cross validation for time series data
    and user-supplied models and forecasting functions is also supported to evaluate model accuracy.
Depends: R (>= 3.1.1), ggplot2 (>= 2.2.0), forecast (>= 7.3)
Imports: reshape2 (>= 1.4.2), zoo (>= 1.7)
Suggests: knitr, rmarkdown, testthat
VignetteBuilder: knitr
License: GPL-3
URL: https://github.com/ellisp/forecastHybrid
BugReports: https://github.com/ellisp/forecastHybrid/issues
LazyData: true
RoxygenNote: 6.0.1
ByteCompile: true
NeedsCompilation: no
Packaged: 2017-03-31 05:22:10 UTC; dashaub
Author: David Shaub [aut, cre],
  Peter Ellis [aut]
Maintainer: David Shaub <davidshaub@gmx.com>
Repository: CRAN
Date/Publication: 2017-03-31 06:12:43 UTC
