Type: Package
Package: hdflex
Title: High-Dimensional Aggregate Density Forecasts
Version: 0.3.0
Authors@R: c(
    person("Sven", "Lehmann", , "sven.lehmann@uni-rostock.de", role = c("aut", "cre", "cph")),
    person("Philipp", "Adämmer", , "philipp.adaemmer@uni-greifswald.de", role = "aut"),
    person("Rainer", "Schüssler", , "rainer.schüssler@uni-rostock.de", role = "aut")
  )
Maintainer: Sven Lehmann <sven.lehmann@uni-rostock.de>
Description: Provides a forecasting method that efficiently maps vast
    numbers of (scalar-valued) signals into an aggregate density forecast
    in a time-varying and computationally fast manner. The method proceeds
    in two steps: First, it transforms a predictive signal into a density
    forecast and, second, it combines the resulting candidate density
    forecasts into an ultimate aggregate density forecast. For a detailed
    explanation of the method, please refer to Adaemmer et al. (2023)
    <doi:10.2139/ssrn.4342487>.
License: GPL (>= 2)
URL: https://github.com/lehmasve/hdflex
BugReports: https://github.com/lehmasve/hdflex/issues
Depends: R (>= 4.3.0)
Imports: checkmate (>= 2.3.1), ggplot2 (>= 3.5.1), parallel, Rcpp,
        reshape2 (>= 1.4.4), stats, utils
Suggests: testthat (>= 3.2.1), cowplot (>= 1.1.3)
LinkingTo: Rcpp, RcppArmadillo, RcppThread
Config/testthat/edition: 3
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
RoxygenNote: 7.3.2
Language: en-US
Packaged: 2024-10-10 21:34:16 UTC; slehmann
Author: Sven Lehmann [aut, cre, cph],
  Philipp Adämmer [aut],
  Rainer Schüssler [aut]
Repository: CRAN
Date/Publication: 2024-10-10 22:10:02 UTC
Built: R 4.5.0; x86_64-apple-darwin20; 2025-01-27 22:20:49 UTC; unix
Archs: hdflex.so.dSYM
