[R-SIG-Finance] lmForc package

Nelson Rayl ne|@onr@y|14 @end|ng |rom gm@||@com
Sat Jan 15 18:15:22 CET 2022


The R package lmForc (lmForc 0.1.0) is now available on CRAN. lmForc
introduces functions for evaluating linear forecasting models and a new
class for working with forecast data: Forecast. Test linear models
out-of-sample by conditioning on realized values, vintage forecasts, or
lagged values. Create and test performance weighted forecasts
out-of-sample. Collect multiple forecasts and evaluate MSE or RMSE. These
functions are built around the Forecast class which matches the simplicity
and interpretability of linear models.

For additional information and examples, please visit the lmForc GitHub
repository or check out the lmForc vignette.

GitHub:https://github.com/lucius-verus-fan/lmForc

Vignette:https://cran.r-project.org/web/packages/lmForc/vignettes/lmForc.html

CRAN:https://CRAN.R-project.org/package=lmForc
<https://cran.r-project.org/package=lmForc>

Best,
Nelson Rayl

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