High-Dimensional Aggregate Density Forecasts
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘hdflex’ version 0.3.1
Help Pages
| hdflex-package | hdflex: High-Dimensional Density Forecasts |
| dsc | Generate dynamic subset forecast combinations |
| hdflex | hdflex: High-Dimensional Density Forecasts |
| inflation_data | Quarterly U.S. Inflation Dataset (Total CPI) |
| stsc | Signal-Transformed-Subset-Combination (STSC) |
| summary.dsc_obj | Summary for 'dsc' object |
| summary.stsc_obj | Summary for 'stsc' object |
| tvc | Compute density forecasts using univariate time-varying coefficient (TV-C) models |