Package: profoc
Type: Package
Title: Probabilistic Forecast Combination Using CRPS Learning
Version: 1.3.2
Date: 2024-03-25
Authors@R: c(
    person(given = "Jonathan",
             family = "Berrisch",
             role = c("aut", "cre"),
             email = "Jonathan@Berrisch.biz",
             comment = c(ORCID = "0000-0002-4944-9074")),
    person(given = "Florian",
             family = "Ziel",
             role = "aut",
             comment = c(ORCID = "0000-0002-2974-2660"))
    )
Description: Combine probabilistic forecasts using CRPS learning algorithms proposed in Berrisch, Ziel (2021) <arXiv:2102.00968> <doi:10.1016/j.jeconom.2021.11.008>. The package implements multiple online learning algorithms like Bernstein online aggregation; see Wintenberger (2014) <arXiv:1404.1356>. Quantile regression is also implemented for comparison purposes. Model parameters can be tuned automatically with respect to the loss of the forecast combination. Methods like predict(), update(), plot() and print() are available for convenience. This package utilizes the optim C++ library for numeric optimization <https://github.com/kthohr/optim>.
License: GPL (>= 3)
Encoding: UTF-8
Depends: R (>= 4.3.0)
Imports: Rcpp (>= 1.0.5), Matrix, abind, methods, lifecycle, generics,
        tibble, ggplot2
LinkingTo: Rcpp, RcppArmadillo (>= 0.10.7.5.0), RcppProgress, splines2
        (>= 0.4.4), rcpptimer (>= 1.1.0)
URL: https://profoc.berrisch.biz, https://github.com/BerriJ/profoc
BugReports: https://github.com/BerriJ/profoc/issues
RoxygenNote: 7.3.1
Language: en-US
Suggests: testthat (>= 3.0.0), gamlss.dist, knitr, rmarkdown, dplyr
Config/testthat/edition: 3
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-03-25 11:08:56 UTC; vscode
Author: Jonathan Berrisch [aut, cre] (<https://orcid.org/0000-0002-4944-9074>),
  Florian Ziel [aut] (<https://orcid.org/0000-0002-2974-2660>)
Maintainer: Jonathan Berrisch <Jonathan@Berrisch.biz>
Repository: CRAN
Date/Publication: 2024-03-25 11:30:06 UTC
Built: R 4.4.0; aarch64-apple-darwin20; 2024-04-06 15:26:29 UTC; unix
Archs: profoc.so.dSYM
