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.
You can install the latest stable release from CRAN using:
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.