The primary function
online can be used to combine probabilistic forecasts using the CRPS learning algorithm introduced in Berrisch, Ziel (2021): Pre-Print, Publication. The function
batch can be used in a similar way for batch optimization. Common methods like
predict are available.
You can install the latest stable release from CRAN using:
You can find the documentation at profoc.berrisch.biz.
Feel free to raise an issue if you find something not working properly.
You are very welcome to contribute to profoc. Please base your pull requests on the develop branch.