28 forecast performance evaluation#32
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donotdespair merged 45 commits intomasterfrom Jul 9, 2025
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forecast output includes the mean and covariance of the predictive densities #28
forecast output includes the mean and covariance of the predictive densities #28
forecast output includes the mean and covariance of the predictive densities #28
create forecast.PosteriorBVARGROUPPANEL #28
create forecast.PosteriorBVARGROUPPANEL #28
just update the names as the R outputs will be different #28
the generic #28
created method forecast_poos_recursively.BVARPANEL #28
doc for method forecast_poos_recursively.BVARPANEL #28
dependency for rda files and alpha function #28
updates in progress bar #28
updates in progress bar #28
finally, made the forecast_poos_recursively work #28 + created forecasting and estimation functions without progress bar so that function Progress had no conflicts for the recursive forecasting + redesigned output objects + updated progress bar + fixed all bugs 😸
finally, made the forecast_poos_recursively work #28 + updated doc + included example + redesigned output objects
finally, made the forecast_poos_recursively work #28
forecast_pseudo_out_of_sample_bvarGroupPANEL
improved class verification #28
provide Y in a format consistent with class Forecasts #28
forecast performance measures #28
the beautiful wrappers forecast performance measures #28
#28 + called C++ for PLS + sapply everywhere on two levels for lists + included examples + included conditioning to compute only requested measures + corrected naming "pls" + assured correct dimensions, e.g. for H=1
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