icomb

Forecasting Hierarchical Time Series Using Information Combination

v0.2.0 · May 27, 2026 · GPL (>= 3)

Description

Implements the Information Combination (IComb) approach proposed by Nguyen, Vahid and Wickramasuriya (2025)<https://www.monash.edu/business/ebs/research/publications/ebs/2025/wp11-2025.pdf> for hierarchical forecast reconciliation. The method combines information from base forecasts constructed using different information sets while ensuring coherence. It is implemented using a penalized regression-based framework.

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CRAN Check Status

13 OK

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	190.2s
r-devel-linux-x86_64-debian-gcc	OK	128.4s
r-devel-linux-x86_64-fedora-clang	OK	310.9s
r-devel-linux-x86_64-fedora-gcc	OK	309.8s
r-devel-windows-x86_64	OK	178s
r-oldrel-macos-arm64	OK	53s
r-oldrel-macos-x86_64	OK	286s
r-oldrel-windows-x86_64	OK	238s
r-patched-linux-x86_64	OK	172.6s
r-release-linux-x86_64	OK
r-release-macos-arm64	OK	50s
r-release-macos-x86_64	OK	225s
r-release-windows-x86_64	OK	180s

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026

ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026

ERROR r-devel-linux-x86_64-debian-gcc

re-building of vignette outputs

Error(s) in re-building vignettes:
  ...
--- re-building ‘icomb.Rmd’ using rmarkdown

Quitting from icomb.Rmd:37-45 [setup]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
<error/rlang_error>
Error in `library()`:
! t
...[truncated]...
Error: processing vignette 'icomb.Rmd' failed with diagnostics:
there is no package called 'plotly'
--- failed re-building ‘icomb.Rmd’

SUMMARY: processing the following file failed:
  ‘icomb.Rmd’

Error: Vignette re-building failed.
Execution halted

OK 7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 28, 2026

Dependency Network

Version History

1 tracked

new 0.2.0 May 27, 2026