Description: Functions for recursive online fitting of time-adaptive lasso vector auto regression. A recursive coordinate descent algorithm is used to estimate sparse vector auto regressive models and exponential forgetting is applied to allow model changes. Details can be found in Jakob W. Messner and Pierre Pinson (2018). "Online adaptive LASSO estimation in Vector Auto Regressive models for wind power forecasting in high dimension". International Journal of Forecasting, in press. <doi:10.1016/j.ijforecast.2018.02.001>.

Title: Forecast Modelling for Online Applications
Description: A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and the paper "Short-term heat load forecasting for single family houses" <doi:10.1016/j.enbuild.2013.04.022>.
person("Peder", "Bacher", email="pbac@dtu.dk", role = "cre"),
person("Hjorleifur G", "Bergsteinsson", email="hgbe@dtu.dk", role = "aut"))
Suggests: knitr, rmarkdown, R.rsp, testthat (>= 3.0.0), data.table,

Suggests: knitr, rmarkdown, R.rsp, testthat (>= 2.1.0), data.table,

Description: A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and the pre-print paper "onlineforecast: An R package for adaptive and recursive forecasting" <arXiv:2109.12915>.

Description: Transactions occurring for a UK-based and registered, non-store online
retail between 01/12/2010 and 09/12/2011. This dataset is included in this package
with permission of the donor, Dr. Daqing Chen.

This dataset is included in this package with the donor's permission, Dr. Daqing Chen.