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flap

Forecast Linear Augmented Projection

v0.2.0 · Jun 19, 2024 · GPL (>= 3)

Description

The Forecast Linear Augmented Projection (flap) method reduces forecast variance by adjusting the forecasts of multivariate time series to be consistent with the forecasts of linear combinations (components) of the series by projecting all forecasts onto the space where the linear constraints are satisfied. The forecast variance can be reduced monotonically by including more components. For a given number of components, the flap method achieves maximum forecast variance reduction among linear projections.

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CRAN Check Status

11 NOTE
3 OK
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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (11 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'projection.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'projection.R'

Check History

NOTE 3 OK · 11 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'projection.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘projection.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'projection.R'

Dependency Network

Dependencies Reverse dependencies corpcor flap

Version History

new 0.2.0 Mar 10, 2026
updated 0.2.0 ← 0.1.0 diff Jun 18, 2024
new 0.1.0 Feb 27, 2024