hdflex
High-Dimensional Aggregate Density Forecasts
Provides a forecasting method that efficiently maps vast numbers of (scalar-valued) signals into an aggregate density forecast in a time-varying and computationally fast manner. The method proceeds in two steps: First, it transforms a predictive signal into a density forecast and, second, it combines the resulting candidate density forecasts into an ultimate aggregate density forecast. For a detailed explanation of the method, please refer to Adaemmer et al. (2025) <doi:10.1080/07350015.2025.2526424>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.2 |
rolling source/ R- | hdflex_0.3.2.tar.gz |
765.2 KiB |
0.3.2 |
rolling linux/jammy R-4.5 | hdflex_0.3.2.tar.gz |
992.2 KiB |
0.3.2 |
rolling linux/noble R-4.5 | hdflex_0.3.2.tar.gz |
1002.5 KiB |
0.3.2 |
latest source/ R- | hdflex_0.3.2.tar.gz |
765.2 KiB |
0.3.2 |
latest linux/jammy R-4.5 | hdflex_0.3.2.tar.gz |
992.2 KiB |
0.3.2 |
latest linux/noble R-4.5 | hdflex_0.3.2.tar.gz |
1002.5 KiB |
0.3.2 |
2026-04-23 source/ R- | hdflex_0.3.2.tar.gz |
765.2 KiB |
0.3.2 |
2026-04-09 windows/windows R-4.5 | hdflex_0.3.2.zip |
1.3 MiB |
0.3.0 |
2025-04-20 source/ R- | hdflex_0.3.0.tar.gz |
762.5 KiB |