hts: Hierarchical and Grouped Time Series

Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) <doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation (Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.

Version: 5.1.5
Depends: R (≥ 3.2.0), forecast (≥ 8.1)
Imports: SparseM, Matrix, matrixcalc, parallel, utils, methods, graphics, grDevices, stats
LinkingTo: Rcpp (≥ 0.11.0), RcppEigen
Suggests: testthat, knitr, rmarkdown
Published: 2018-03-26
Author: Rob Hyndman [aut] (Package creator), Alan Lee [aut] (Fast computation using recursive methods), Earo Wang [aut, cre], Shanika Wickramasuriya [aut] (Reconciliation via trace minimization)
Maintainer: Earo Wang < at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
In views: TimeSeries
CRAN checks: hts results


Reference manual: hts.pdf
Vignettes: The hts Package
Package source: hts_5.1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: hts_5.1.5.tgz, r-oldrel: hts_5.1.5.tgz
Old sources: hts archive

Reverse dependencies:

Reverse depends: gtop
Reverse imports: thief
Reverse suggests: corset


Please use the canonical form to link to this page.