DESCRIPTION

Package: flap
Type: Package
Title: Forecast Linear Augmented Projection
Version: 0.2.0.9000
Authors@R: 
      person(given = "Yangzhuoran Fin", 
             family = "Yang", 
             email = "yangyangzhuoran@gmail.com", 
             role = c("aut", "cre"), 
             comment = c(ORCID = "0000-0002-1232-8017")) 
Description: The Forecast Linear Augmented Projection (flap) method reduces 
    forecast variance by adjusting the forecasts of multivariate time series to 
    be consistent with the forecasts of linear combinations (components) of the 
    series by projecting all forecasts onto the space where the linear 
    constraints are satisfied. The forecast variance can be reduced 
    monotonically by including more components. For a given number of 
    components, the flap method achieves maximum forecast variance reduction 
    among linear projections. 
License: GPL (>= 3)
Encoding: UTF-8
URL: https://github.com/FinYang/flap
BugReports: https://github.com/FinYang/flap/issues/
Imports: 
    corpcor, 
    utils
RoxygenNote: 7.2.3
Suggests: 
    forecast,
    stats