The main function online can be used to combine probabilistic forecasts using the CRPS learning algorithm proposed in Berrisch, Ziel (2021). The function batch can be used in a similar way for batch optimization. Print, plot, update, and predict methods are available.

Installation

Install from CRAN

You can install the latest stable release from CRAN using:

Install from GitHub

You can install the latest stable release from GitHub using:

# install.packages("remotes")
remotes::install_github("BerriJ/profoc")

You can install the latest development release from GitHub using:

# install.packages("remotes")
remotes::install_github("BerriJ/profoc@develop")

Contributions and Issues

Feel free to raise an issue if you find something not working properly.

You are also very welcome to contribute to profoc. Please base your pull requests on the develop branch.

License

GNU General Public License (≥ 3)