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This package was removed from CRAN on 2023-11-24. Its history is shown below.
Reason: issues were not corrected in time
Details below reflect version 0.2.0, its last release before removal.

gtop

0.2.0

Game-Theoretically OPtimal (GTOP) Reconciliation Method

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Overview

About
Maintained by Jairo Cugliari1 releasesCRAN page ↗

In hierarchical time series (HTS) forecasting, the hierarchical relation between multiple time series is exploited to make better forecasts. This hierarchical relation implies one or more aggregate consistency constraints that the series are known to satisfy. Many existing approaches, like for example bottom-up or top-down forecasting, therefore attempt to achieve this goal in a way that guarantees that the forecasts will also be aggregate consistent. This package provides with an implementation of the Game-Theoretically OPtimal (GTOP) reconciliation method proposed in van Erven and Cugliari (2015), which is guaranteed to only improve any given set of forecasts. This opens up new possibilities for constructing the forecasts. For example, it is not necessary to assume that bottom-level forecasts are unbiased, and aggregate forecasts may be constructed by regressing both on bottom-level forecasts and on other covariates that may only be available at the aggregate level.

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Tests · ratio 0.00
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Coverage
100%
Documentation · exports
3
Dependencies · direct

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo
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Documented parameters
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Return-value docs
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References docs
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Dependencies

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3 external dependencies (excludes base and recommended)
Imports (0)
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Code & Tests

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People (2)
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Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.4.0 released · 2024-04-24
  • archivedRemoved from CRAN
    2023-11-24
    issues were not corrected in time
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • 0.2.0
    2015-01-23
  • R
    R 3.1.0 released · 2014-04-10

Package metadata

Total releases
1
License
GPL-2 | GPL-3 OSI
Download size
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With dependencies
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Cite

Cite this package

Run in R for the authors' preferred citation:

citation("gtop")
Cugliari, J., & Erven, T. v. (n.d.). gtop: Game-Theoretically OPtimal (GTOP) Reconciliation Method (Version 0.2.0) [Computer software]. Retrieved August 14, 2026, from https://CRAN.R-project.org/package=gtop

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for gtop version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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