The main function online
can be used to combine probabilistic forecasts using the CRPS learning algorithm proposed in Berrisch, Ziel (2021).
The function batch
can be used in a similar way for batch optimization.
Print, plot, update, and predict methods are available.
You can install the latest stable release from CRAN using:
install.packages("profoc")
You can install the latest stable release from GitHub using:
# install.packages("remotes")
remotes::install_github("BerriJ/profoc")
You can install the latest development release from GitHub using:
# install.packages("remotes")
remotes::install_github("BerriJ/profoc@develop")