FoReco2matrix {FoReco} | R Documentation |
Reconciled forecasts to matrix/vector
Description
This function splits the temporal vectors and the cross-temporal matrices in a list according to the temporal aggregation order
Usage
FoReco2matrix(x, agg_order, keep_names = FALSE)
Arguments
x |
An output from any reconciliation function implemented by FoReco. |
agg_order |
Highest available sampling frequency per seasonal cycle (max. order
of temporal aggregation, |
keep_names |
If |
Value
A list of matrices or vectors distinct by temporal aggregation order.
See Also
Utilities:
aggts()
,
balance_hierarchy()
,
commat()
,
csprojmat()
,
cstools()
,
ctprojmat()
,
cttools()
,
df2aggmat()
,
lcmat()
,
recoinfo()
,
res2matrix()
,
set_bounds()
,
shrink_estim()
,
shrink_oasd()
,
teprojmat()
,
tetools()
,
unbalance_hierarchy()
Examples
set.seed(123)
# (3 x 7) base forecasts matrix (simulated), Z = X + Y and m = 4
base <- rbind(rnorm(7, rep(c(20, 10, 5), c(1, 2, 4))),
rnorm(7, rep(c(10, 5, 2.5), c(1, 2, 4))),
rnorm(7, rep(c(10, 5, 2.5), c(1, 2, 4))))
reco <- ctrec(base = base, agg_mat = t(c(1,1)), agg_order = 4, comb = "ols")
matrix_list <- FoReco2matrix(reco)
[Package FoReco version 1.1.0 Index]