htsDegenerateR: Degenerate Hierarchical Time Series Reconciliation
Louis Steinmeister, Markus Pauly · 2024
Takes the MinT implementation of the 'hts' package and adapts it to allow degenerate hierarchical structures. Instead of the "nodes" argument, this function takes an S matrix which is more versatile in the structures it allows. For a demo, see Steinmeister and Pauly (2024). The MinT algorithm is based on Wickramasuriya et al. (2019).