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.
| Version: |
0.2.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
cli, distributional, dplyr, fabletools (≥ 0.7.0), future.apply, generics, glmnet, progressr, purrr, tsibble, vctrs |
| Suggests: |
broom, fable, feasts, forecast, future, ggplot2, ggtime, hts, knitr, lubridate, plotly, rmarkdown, spelling, testthat (≥
3.0.0), tibble, tidyr |
| Published: |
2026-05-27 |
| DOI: |
10.32614/CRAN.package.icomb (may not be active yet) |
| Author: |
Shanika Wickramasuriya [aut, cre, cph],
Mitchell O'Hara-Wild [ctb],
Nuwani Palihawadana [ctb],
Minh Nguyen [ctb] |
| Maintainer: |
Shanika Wickramasuriya <shanika.wickramasuriya at monash.edu> |
| BugReports: |
https://github.com/ShanikaLW/icomb/issues |
| License: |
GPL (≥ 3) |
| URL: |
https://shanikalw.github.io/icomb/,
https://github.com/ShanikaLW/icomb |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Citation: |
icomb citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
icomb results |