R: Coherent Forecast Combination for Linearly Constrained Multiple Time Series

# Coherent Forecast Combination for Linearly Constrained Multiple Time Series

## Documentation for package ‘FoCo2’ version 0.1.4

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

FoCo2-package | FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series
cscov | Cross-sectional covariance matrix approximation
cscov.sambe | Cross-sectional covariance matrix approximation
cscov.sambv | Cross-sectional covariance matrix approximation
cscov.shrbe | Cross-sectional covariance matrix approximation
cscov.shrbv | Cross-sectional covariance matrix approximation
csmtc | Cross-sectional optimal multi-task forecast combination
csocc | Cross-sectional optimal coherent forecast combination
csscr | Cross-sectional sequential combination-reconciliation
cssrc | Cross-sectional sequential reconciliation-combination
FoCo2 | FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series
occmat | Matrices for the optimal coherent forecast combination