DESCRIPTION

Package: febama
Title: Feature-based Bayesian Forecasting Model Averaging
Version: 0.0.0.9000
Authors@R: 
    person(given = "Li",
           family = "Li",
           role = "aut",
           email = "by1908007@buaa.edu.cn")
    person(given = "Feng",
           family = "Li",
           role = "cre",
           email = "feng.li@cufe.edu.cn")
    person(given = "Yanfei",
           family = "Kang",
           role = "cre",
           email = "yanfeikang@buaa.edu.cn")
Description: This package describes a novel framework for density forecast combination by constructing time-varying weights based on time series features. The method estimates weights in the forecast combination via Bayesian log predictive scores from historical information. 
License: GPL (>=2.0)
Depends: R (>= 3.2.0)
Imports: tsfeatures,
         M4metalearning,
         forecast,
         mvtnorm,
         parallel,
         doParallel,
         foreach
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.1