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FoCo2

Coherent Forecast Combination for Linearly Constrained Multiple Time Series

v0.1.3 · Mar 13, 2026 · GPL-3
CRAN GitHub Mirror

Description

Methods and tools designed to improve the forecast accuracy for a linearly constrained multiple time series, while fulfilling the linear/aggregation relationships linking the components (Girolimetto and Di Fonzo, 2024 <doi:10.48550/arXiv.2412.03429>). 'FoCo2' offers multi-task forecast combination and reconciliation approaches leveraging input from multiple forecasting models or experts and ensuring that the resulting forecasts satisfy specified linear constraints. In addition, linear inequality constraints (e.g., non-negativity of the forecasts) can be imposed, if needed.

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CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 24, 2026
WARNING 13 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Mar 18, 2026
WARNING r-release-windows-x86_64

whether package can be installed

Found the following significant warnings:
  Warning: package 'Matrix' was built under R version 4.6.0
See 'd:/Rcompile/CRANpkg/local/4.5/FoCo2.Rcheck/00install.out' for details.
ERROR 5 OK · 0 NOTE · 0 WARNING · 9 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-devel-linux-x86_64-debian-clang

tests

Running ‘testthat.R’ [4s/6s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional te
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-devel-linux-x86_64-debian-gcc

tests

Running ‘testthat.R’ [2s/3s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional te
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-devel-linux-x86_64-fedora-clang

tests

Running ‘testthat.R’
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional test confi
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-devel-linux-x86_64-fedora-gcc

tests

Running ‘testthat.R’ [6s/17s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional t
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-devel-windows-x86_64

tests

Running 'testthat.R' [3s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional test 
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-patched-linux-x86_64

tests

Running ‘testthat.R’ [4s/5s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional te
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-release-linux-x86_64

tests

Running ‘testthat.R’ [4s/5s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional te
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-release-windows-x86_64

tests

Running 'testthat.R' [3s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional test 
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-oldrel-windows-x86_64

tests

Running 'testthat.R' [5s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional test 
...[truncated]...
-cs.R:71:5
   2.   └─FoCo2:::resemble(...)
   3.     ├─FoCo2:::.resemble(...)
   4.     └─FoCo2:::resemble.strc_osqp(...)
   5.       └─base::`colnames<-`(...)
  
  [ FAIL 3 | WARN 3 | SKIP 0 | PASS 18 ]
  Error:
  ! Test failures.
  Execution halted

Dependency Network

Dependencies Reverse dependencies Matrix FoReco cli quadprog osqp FoCo2

Version History

updated 0.1.3 ← 0.1.2 diff Mar 13, 2026
new 0.1.2 Mar 10, 2026