bayesRecon: Probabilistic Reconciliation via Conditioning

Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2024) <doi:10.1016/j.ijforecast.2023.04.003>, Bottom-Up Importance Sampling (Zambon et al., 2024) <doi:10.1007/s11222-023-10343-y>, methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024) <https://proceedings.mlr.press/v244/zambon24a.html>, analytical reconciliation with Bayesian treatment of the covariance matrix (Carrara et al., 2025) <doi:10.48550/arXiv.2506.19554>.

Version: 1.0.1
Depends: R (≥ 4.1.0)
Imports: stats, utils, lpSolve (≥ 5.6.18), nloptr
Suggests: knitr, rmarkdown, forecast, glarma, scoringRules, ggplot2, testthat (≥ 3.0.0)
Published: 2026-04-16
DOI: 10.32614/CRAN.package.bayesRecon
Author: Dario Azzimonti ORCID iD [aut, cre], Lorenzo Zambon ORCID iD [aut], Stefano Damato ORCID iD [aut], Nicolò Rubattu ORCID iD [aut], Giorgio Corani ORCID iD [aut]
Maintainer: Dario Azzimonti <dario.azzimonti at gmail.com>
BugReports: https://github.com/IDSIA/bayesRecon/issues
License: LGPL (≥ 3)
URL: https://github.com/IDSIA/bayesRecon, https://idsia.github.io/bayesRecon/
NeedsCompilation: no
Materials: README, NEWS
In views: TimeSeries
CRAN checks: bayesRecon results

Documentation:

Reference manual: bayesRecon.html , bayesRecon.pdf
Vignettes: Probabilistic Reconciliation via Conditioning with 'bayesRecon' (source, R code)
Reconciliation of M5 hierarchy with mixed-type forecasts (source, R code)
Properties of the reconciled distribution via conditioning (source, R code)
t-Rec: Reconciliation of Gaussian forecasts by modelling the uncertainty on the covariance matrix (source, R code)

Downloads:

Package source: bayesRecon_1.0.1.tar.gz
Windows binaries: r-devel: bayesRecon_1.0.1.zip, r-release: bayesRecon_1.0.1.zip, r-oldrel: bayesRecon_1.0.1.zip
macOS binaries: r-release (arm64): bayesRecon_1.0.1.tgz, r-oldrel (arm64): bayesRecon_1.0.1.tgz, r-release (x86_64): bayesRecon_1.0.1.tgz, r-oldrel (x86_64): bayesRecon_1.0.1.tgz
Old sources: bayesRecon archive

Reverse dependencies:

Reverse imports: fable.bayesRecon

Linking:

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