Package: lmForc 1.0.0

lmForc: Linear Model Forecasting

Introduces in-sample, out-of-sample, pseudo out-of-sample, and benchmark model forecast tests and a new class for working with forecast data, Forecast.

Authors:Nelson Rayl [aut, cre]

lmForc_1.0.0.tar.gz
lmForc_1.0.0.zip(r-4.7)lmForc_1.0.0.zip(r-4.6)lmForc_1.0.0.zip(r-4.5)
lmForc_1.0.0.tgz(r-4.6-any)lmForc_1.0.0.tgz(r-4.5-any)
lmForc_1.0.0.tar.gz(r-4.7-any)lmForc_1.0.0.tar.gz(r-4.6-any)
lmForc_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
lmForc/json (API)
NEWS

# Install 'lmForc' in R:
install.packages('lmForc', repos = c('https://nelson-n.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/nelson-n/lmforc/issues

On CRAN:

Conda:

forecastinglinear-models

4.78 score 6 stars 20 scripts 225 downloads 40 exports 0 dependencies

Last updated from:711b543234. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE122
source / vignettesOK187
linux-release-x86_64NOTE123
macos-release-arm64NOTE123
macos-oldrel-arm64NOTE142
windows-develNOTE75
windows-releaseNOTE87
windows-oldrelNOTE73
wasm-releaseOK94

Exports:autoreg_forcconditional_forcconditional_forc_generalconvert_byhconvert_bytimeforcforc<-forc2dfForecastfuturefuture<-h_aheadh_ahead<-historical_average_forcis_forcis_forc_generalmaemapemseoos_lag_forcoos_realized_forcoos_realized_forc_generaloos_vintage_forcoos_vintage_forc_generaloriginorigin<-performance_weighted_forcR2random_walk_forcrealizedrealized<-rmseshowstates_weighted_forcstrsubset_bytimesubset_forcssubset_identicaltransform_byhtransform_bytime

Dependencies:

lmForc

Nelson Rayl

Rendered fromlmForc.Rmdusingknitr::rmarkdownon May 18 2026.

Last update: 2024-08-29
Started: 2021-08-27

Readme and manuals

Help Manual

Help pageTopics
Subset Forecast object.[,Forecast-method
Autoregression forecastautoreg_forc
Linear model forecast conditioned on an input forecastconditional_forc
General model forecast conditioned on input forecastsconditional_forc_general
Convert a list of time format Forecast objects to a h_ahead format Forecast object.convert_byh
Convert a list of h_ahead format Forecast objects to a time format Forecast object.convert_bytime
Get the forecast slot of a Forecast objectforc
Get the forecast slot of a Forecast objectforc,Forecast-method
Set forecast slot of a Forecast objectforc<-
Set forecast slot of a Forecast objectforc<-,Forecast-method
Collect a Forecast object to a data frameforc2df
Create an object of the Forecast classForecast
S4 class for storing forecastsForecast-class
Get the future slot of a Forecast objectfuture
Get the future slot of a Forecast objectfuture,Forecast-method
Set the future slot of a Forecast objectfuture<-
Set future slot of a Forecast objectfuture<-,Forecast-method
Get the h_ahead slot of a h_ahead objecth_ahead
Get the h_ahead slot of a h_ahead objecth_ahead,Forecast-method
Set h_ahead slot of a Forecast objecth_ahead<-
Set h_ahead slot of a Forecast objecth_ahead<-,Forecast-method
Historical average forecasthistorical_average_forc
In-sample linear model forecastis_forc
In-sample general model forecastis_forc_general
Calculate MAE of a Forecast objectmae
Calculate MAE of a Forecast objectmae,Forecast-method
Calculate MAPE of a Forecast objectmape
Calculate MAPE of a Forecast objectmape,Forecast-method
Calculate MSE of a Forecast objectmse
Calculate MSE of a Forecast objectmse,Forecast-method
Out-of-sample lagged linear model forecast conditioned on realized valuesoos_lag_forc
Out-of-sample linear model forecast conditioned on realized valuesoos_realized_forc
Out-of-sample general model forecast conditioned on realized valuesoos_realized_forc_general
Out-of-sample linear model forecast conditioned on vintage forecastsoos_vintage_forc
Out-of-sample general model forecast conditioned on vintage forecastsoos_vintage_forc_general
Get the origin slot of a Forecast objectorigin
Get the origin slot of a Forecast objectorigin,Forecast-method
Set the origin slot of a Forecast objectorigin<-
Set origin slot of a Forecast objectorigin<-,Forecast-method
MSE or RMSE weighted forecastperformance_weighted_forc
Calculate R2 of a Forecast objectR2
Calculate R2 of a Forecast objectR2,Forecast-method
Random walk forecastrandom_walk_forc
Get the realized slot of a realized objectrealized
Get the realized slot of a realized objectrealized,Forecast-method
Set realized slot of a Forecast objectrealized<-
Set realized slot of a Forecast objectrealized<-,Forecast-method
Calculate RMSE of a Forecast objectrmse
Calculate RMSE of a Forecast objectrmse,Forecast-method
Print Forecast object to console.show,Forecast-method
States weighted forecaststates_weighted_forc
Display internal structure structure of Forecast object to the console.str,Forecast-method
Subset a list of Forecast objects by origin or future values.subset_bytime
Subset a list of Forecast objects by index.subset_forcs
Subset a list of Forecast objects to identical origin or future values.subset_identical
Convert a list of time format Forecast objects to a list of h_ahead format Forecast objects.transform_byh
Convert a list of h_ahead format Forecast objects to a list of time format Forecast objects.transform_bytime