Fixed issues in tests that would run into compatibility issues with the new version of waldo.
Added new tests for some limit usage of mixCond, TDcond and BUIS.
Added GitHub URL and BugReports URL to DESCRIPTION.
IMPORTANT CHANGE IN THE API OF THE reconc_*
functions: they now require the aggregation matrix A and not the summing
matrix S.
The examples section of the reconc_TDcond now
contains an example showing how to handle the case of an unbalanced
hierarchy.
Added reconc_MixCond, the implementation of Mixed
conditioning for the reconciliation of mixed-type hierarchical
forecasts.
Added reconc_TDcond, the implementation of Top-down
conditioning for the reconciliation of mixed-type hierarchical
forecasts.
Vignette “Reconciliation of M5 hierarchy with mixed-type forecasts”.
Added functions PMF.get_mean,
PMF.get_quantile, PMF.get_var,
PMF.sample, PMF.summary that return point
estimates and samples from a probability mass function object.
Added the dataset M5_CA1_basefc which contains the
base forecasts for the store “CA1” of the hierarchical time series in
the M5 competition.
Vignette “Properties of the reconciled distribution via conditioning”.
Added option in reconc_BUIS to pass some base
forecast as parameters and some as samples.
Added option in reconc_BUIS to input a list of
distributions instead of a string.
Fixed bugs and closed github issues.
Vignette “Probabilistic Reconciliation via Conditioning with bayesRecon”.
Added the schaferStrimmer_cov function.
Fixed bugs.
Added a NEWS.md file to track changes to the
package.
Fixed issue that could cause test fails on some machines.