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]

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lmForc.pdf |lmForc.html✨
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NEWS

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

Peer review:

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

On CRAN:

forecastinglinear-models

5.26 score 6 stars 20 scripts 250 downloads 40 exports 0 dependencies

Last updated 3 months agofrom:711b543234. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winNOTEOct 31 2024
R-4.5-linuxNOTEOct 31 2024
R-4.4-winNOTEOct 31 2024
R-4.4-macNOTEOct 31 2024
R-4.3-winNOTEOct 31 2024
R-4.3-macNOTEOct 31 2024

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 Oct 31 2024.

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