Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies.
Version: 1.0 Depends: R (≥ 2.10) Imports: normalp (≥ 0.7.2), glogis (≥ 1.0-2), gld (≥ 2.6.6), edfun (≥ 0.2.0), purrr (≥ 1.0.1), ald (≥ 1.3.1), evd (≥ 2.3-6.1), GeneralizedHyperbolic (≥ 0.8-6), cubature (≥ 2.1.0), furrr (≥ 0.3.1), future (≥ 1.33.0), xgboost (≥ 1.7.5.1), rBayesianOptimization (≥ 1.2.0), lubridate (≥ 1.9.2), ggplot2 (≥ 3.5.1), scales (≥ 1.3.0) Suggests: testthat (≥ 3.0.0) Published: 2025-03-24 DOI: 10.32614/CRAN.package.xpect Author: Giancarlo Vercellino [aut, cre, cph] Maintainer: Giancarlo Vercellino <giancarlo.vercellino at gmail.com> License: GPL-3 URL: https://rpubs.com/giancarlo_vercellino/xpect NeedsCompilation: no Materials: NEWS In views: TimeSeries CRAN checks: xpect results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=xpect to link to this page.
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