Use multiple online-aggregation algorithms to combine probabilistic forecasts using CRPS Learning as described in Berrisch, Ziel: "CRPS Learning", 2021. The primary function of this package is called online.
tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.008")
Maintainer: Jonathan Berrisch mailto:Jonathan@Berrisch.biz
Co-Author: Florian Ziel
tools:::Rd_package_indices("profoc")
Berrisch, Ziel: "CRPS Learning", 2021
tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.008")
tools:::Rd_expr_doi("10.48550/arXiv.2102.00968")
Source Code: https://github.com/BerriJ/profoc
BugReports: https://github.com/BerriJ/profoc/issues