# The profoc Package

## An R package for probabilistic forecast combination

The primary function `online` can be used to combine probabilistic
forecasts using the CRPS learning algorithm introduced in Berrisch, Ziel
(2021): [Pre-Print](https://arxiv.org/pdf/2102.00968),
[Publication](https://doi.org/10.1016/j.jeconom.2021.11.008). The
function `batch` can be used in a similar way for batch optimization.
Common methods like `summary`, `print`, `plot`, `update`, and `predict`
are available.

## Installation

### Install from CRAN

You can install the latest stable release from CRAN using:

``` r
install.packages("profoc")
```

### Install from GitHub

You can install the latest stable release from GitHub using:

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

You can install the latest development version from GitHub using:

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

## Documentation

You can find the documentation at
[profoc.berrisch.biz](https://profoc.berrisch.biz/).

## Contributions and Issues

Feel free to [raise an
issue](https://github.com/BerriJ/profoc/issues/new) if you find
something not working properly.

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

## License

[GNU General Public License](https://www.gnu.org/licenses/) (≥ 3)

# Package index

## All functions

- [`autoplot(`*`<batch>`*`)`](https://profoc.berrisch.biz/reference/autoplot.batch.md)
  : Autoplot method for batch models
- [`autoplot(`*`<online>`*`)`](https://profoc.berrisch.biz/reference/autoplot.online.md)
  : Autoplot method for online models
- [`batch()`](https://profoc.berrisch.biz/reference/batch.md)
  **\[experimental\]** : Probabilistic Forecast Combination - Batch
- [`conline`](https://profoc.berrisch.biz/reference/conline.md) : Create
  an conline Object from the conline C++ Class
- [`init_experts_list()`](https://profoc.berrisch.biz/reference/init_experts_list.md)
  : Create experts list to be used in conline class
- [`make_basis_mats()`](https://profoc.berrisch.biz/reference/make_basis_mats.md)
  : Create a List of Basis Matrices
- [`make_hat_mats()`](https://profoc.berrisch.biz/reference/make_hat_mats.md)
  : Create a List of Hat Matrices
- [`make_knots()`](https://profoc.berrisch.biz/reference/make_knots.md)
  : Create a vector of knots for splines
- [`online()`](https://profoc.berrisch.biz/reference/online.md)
  **\[stable\]** : Probabilistic Forecast Combination - Online
- [`oracle()`](https://profoc.berrisch.biz/reference/oracle.md) :
  Probabilistic Forecast Combination - Oracle
- [`penalty()`](https://profoc.berrisch.biz/reference/penalty.md) :
  B-Spline penalty
- [`plot(`*`<batch>`*`)`](https://profoc.berrisch.biz/reference/plot.batch.md)
  : Plot method for batch models
- [`plot(`*`<online>`*`)`](https://profoc.berrisch.biz/reference/plot.online.md)
  : Plot method for online models
- [`post_process_model()`](https://profoc.berrisch.biz/reference/post_process_model.md)
  : Post Process Data from conline Class
- [`predict(`*`<online>`*`)`](https://profoc.berrisch.biz/reference/predict.online.md)
  : Predict method for online models
- [`print(`*`<batch>`*`)`](https://profoc.berrisch.biz/reference/print.batch.md)
  : Print method for batch models
- [`print(`*`<online>`*`)`](https://profoc.berrisch.biz/reference/print.online.md)
  : Print method for online models
- [`profoc-package`](https://profoc.berrisch.biz/reference/profoc-package.md)
  : Package Info
- [`splines2_basis()`](https://profoc.berrisch.biz/reference/splines2_basis.md)
  : Create B-Spline basis
- [`summary(`*`<online>`*`)`](https://profoc.berrisch.biz/reference/summary.online.md)
  : Summary method for online models
- [`tidy(`*`<online.experts_loss>`*`)`](https://profoc.berrisch.biz/reference/tidy.online.experts_loss.md)
  : Tidy the Experts' losses of an Online object
- [`tidy(`*`<online.forecaster_loss>`*`)`](https://profoc.berrisch.biz/reference/tidy.online.forecaster_loss.md)
  : Tidy the Experts' losses of an Online object
- [`tidy(`*`<online.predictions>`*`)`](https://profoc.berrisch.biz/reference/tidy.online.predictions.md)
  : Tidy the Predictions of an Online object
- [`tidy(`*`<online.weights>`*`)`](https://profoc.berrisch.biz/reference/tidy.online.weights.md)
  : Tidy the Weights of an Online object
- [`update(`*`<online>`*`)`](https://profoc.berrisch.biz/reference/update.online.md)
  : Update method for online models

# Articles

### Introduction

- [Introduction](https://profoc.berrisch.biz/articles/profoc.md):
- [Production](https://profoc.berrisch.biz/articles/production.md):

### Advanced Topics

- [Using the C++
  Interface](https://profoc.berrisch.biz/articles/class.md):