smatrix

0th

Percentile

Summing matrix for hierarchical or grouped time series

This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).

Keywords
ts
Usage
smatrix(xts)
Arguments
xts
Hierarchical or grouped time series of class gts.
Value

  • A numerical matrix.

References

R. J. Hyndman, R. A. Ahmed, G. Athanasopoulos and H.L. Shang (2011) Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579--2589. http://robjhyndman.com/papers/hierarchical/

See Also

hts, gts, combinef

Aliases
  • smatrix
Examples
smatrix(htseg1)
Documentation reproduced from package hts, version 4.0, License: GPL (>= 2)

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