# High-Dimensional Aggregate Density Forecasts

## Documentation for package ‘hdflex’ version 0.2.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

hdflex-package | hdflex: High-Dimensional Density Forecasts
benchmark_ar2 | AR(2) benchmark forecasts for quarterly U.S. inflation
dsc | Generate dynamic subset forecast combinations
hdflex | hdflex: High-Dimensional Density Forecasts
inflation_data | Dataset to estimate quarterly U.S. inflation
stsc | Signal-Transform-Subset-Combination (STSC)
summary_stsc | Statistical summary of the STSC-results
tvc | Compute density forecasts based on univariate time-varying coefficient (TV-C) models in state-space form