Methods for analysing and forecasting hierarchical and grouped time series.

Documentation

Manual: hts.pdf
Vignette: The hts Package

Maintainer: Earo Wang <earo.wang at gmail.com>

Author(s): Rob Hyndman*, Alan Lee* (Fast computation using recursive methods), Earo Wang*, Shanika Wickramasuriya* (Forecasting via trace minimization)

Install package and any missing dependencies by running this line in your R console:

install.packages("hts")

Depends R (>= 3.0.2), forecast(>=8.1)
Imports SparseM, Matrix, matrixcalc, parallel, utils, methods, graphics, grDevices, stats
Suggests testthat, knitr, rmarkdown
Enhances
Linking to Rcpp(>=0.11.0), RcppEigen
Reverse
depends
gtop
Reverse
imports
thief
Reverse
suggests
corset
Reverse
enhances
Reverse
linking to

Package hts
Materials
URL http://pkg.earo.me/hts https://github.com/earowang/hts
Task Views TimeSeries
Version 5.1.4
Published 2017-06-21
License GPL (>= 2)
BugReports https://github.com/earowang/hts/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks hts check results
Package source hts_5.1.4.tar.gz