smatrix {hts} | R Documentation |
This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).
smatrix(xts)
xts |
Hierarchical or grouped time series of class |
A numerical matrix.
Earo Wang
Hyndman, R. J., Ahmed, R. A., Athanasopoulos, G., & Shang, H. L. (2011). Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. https://robjhyndman.com/publications/hierarchical/
smatrix(htseg1)