Use multiple online-aggregation algorithms to combine probabilistic forecasts using CRPS Learning as described in Berrisch, Ziel: "CRPS Learning", 2021. The primary function of this package is called profoc.

Details

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Author

NA

Maintainer: Jonathan Berrisch mailto:Jonathan@Berrisch.biz

Co-Author: Florian Ziel

References

Berrisch, Ziel: "CRPS Learning", 2021

See also