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FoReco

Forecast Reconciliation

v1.2.0 · Mar 12, 2026 · GPL-3
CRAN GitHub Mirror

Description

Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2024 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.

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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/FoReco.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

examples

Running examples in ‘FoReco-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** 
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘FoReco-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** 
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-devel-linux-x86_64-fedora-clang

examples

Running examples in ‘FoReco-Ex.R’ failed
The error most likely occurred in:

> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** Examples
> 
> set.seed(123)
> # (2 x 3) base forecasts mat
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-devel-linux-x86_64-fedora-gcc

examples

Running examples in ‘FoReco-Ex.R’ failed
The error most likely occurred in:

> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** Examples
> 
> set.seed(123)
> # (2 x 3) base forecasts mat
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-devel-windows-x86_64

examples

Running examples in 'FoReco-Ex.R' failed
The error most likely occurred in:

> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** Examples
> 
> set.seed(123)
> # (2 x 3) base forecasts mat
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-patched-linux-x86_64

examples

Running examples in ‘FoReco-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** 
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-release-linux-x86_64

examples

Running examples in ‘FoReco-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** 
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-release-windows-x86_64

examples

Running examples in 'FoReco-Ex.R' failed
The error most likely occurred in:

> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** Examples
> 
> set.seed(123)
> # (2 x 3) base forecasts mat
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted
ERROR r-oldrel-windows-x86_64

examples

Running examples in 'FoReco-Ex.R' failed
The error most likely occurred in:

> ### Name: csrec
> ### Title: Optimal combination cross-sectional reconciliation
> ### Aliases: csrec
> 
> ### ** Examples
> 
> set.seed(123)
> # (2 x 3) base forecasts mat
...[truncated]...
 nn = "osqp")
Warning: ! The `polish` argument is deprecated.
ℹ Use `polishing` instead.
Error in dimnames(x) <- dn : 
  length of 'dimnames' [2] not equal to array extent
Calls: csrec -> reco -> .reco -> reco.proj_osqp -> colnames<-
Execution halted

Reverse Dependencies (1)

depends

FoCo2

Dependency Network

Dependencies Reverse dependencies Matrix osqp cli distributional lifecycle FoCo2 FoReco

Version History

updated 1.2.0 ← 1.1.0 diff Mar 13, 2026
new 1.1.0 Mar 10, 2026
updated 1.1.0 ← 1.0.0 diff Jun 6, 2025
updated 1.0.0 ← 0.2.6 diff Aug 20, 2024
updated 0.2.6 ← 0.2.5 diff May 15, 2023
updated 0.2.5 ← 0.2.4 diff Jul 3, 2022
updated 0.2.4 ← 0.2.2 diff Jun 15, 2022
updated 0.2.2 ← 0.2.1 diff Feb 16, 2022
updated 0.2.1 ← 0.2.0 diff Jul 22, 2021
updated 0.2.0 ← 0.1.1 diff May 20, 2021
updated 0.1.1 ← 0.1.0 diff Oct 17, 2020
new 0.1.0 Sep 30, 2020