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