Type: Package
Package: hdflex
Title: High-Dimensional Aggregate Density Forecasts
Version: 0.2.1
Authors@R: c(
    person("Sven", "Lehmann", , "sven.lehmann@uni-rostock.de", role = c("aut", "cre", "cph")),
    person("Philipp", "Adämmer", , "philipp.adaemmer@uni-greifswald.de", role = "aut"),
    person("Rainer", "Schüssler", , "rainer.schüssler@uni-rostock.de", role = "aut")
  )
Maintainer: Sven Lehmann <sven.lehmann@uni-rostock.de>
Description: Provides a forecasting method that maps vast numbers of
    (scalar-valued) signals of any type into an aggregate density forecast
    in a time-varying and computationally fast manner. The method proceeds
    in two steps: First, it transforms a predictive signal into a density
    forecast. Second, it combines the generated candidate density
    forecasts into an ultimate density forecast. The methods are explained
    in detail in Adaemmer et al. (2023) <doi:10.2139/ssrn.4342487>.
License: GPL (>= 2)
Depends: R (>= 4.3.0)
Imports: checkmate (>= 2.3.1), dplyr (>= 1.1.4), parallel (>= 4.3.0),
        Rcpp, roll (>= 1.1.6), stats (>= 4.3.0), stringr (>= 1.5.1)
Suggests: testthat (>= 3.2.1)
LinkingTo: Rcpp, RcppArmadillo
Config/testthat/edition: 3
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
RoxygenNote: 7.3.1
Packaged: 2024-02-29 14:45:33 UTC; slehmann
Author: Sven Lehmann [aut, cre, cph],
  Philipp Adämmer [aut],
  Rainer Schüssler [aut]
Repository: CRAN
Date/Publication: 2024-02-29 15:00:02 UTC
Built: R 4.3.1; aarch64-apple-darwin20; 2024-03-04 03:34:37 UTC; unix
Archs: hdflex.so.dSYM
