Package: xpect 1.0

Giancarlo Vercellino

xpect: Probabilistic Time Series Forecasting with XGBoost and Conformal Inference

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.

Authors:Giancarlo Vercellino [aut, cre, cph]

xpect_1.0.tar.gz
xpect_1.0.tar.gz(r-4.5-noble)xpect_1.0.tar.gz(r-4.4-noble)
xpect_1.0.tgz(r-4.4-emscripten)xpect_1.0.tgz(r-4.3-emscripten)
xpect.pdf |xpect.html✨
xpect/json (API)
NEWS

# Install 'xpect' in R:
install.packages('xpect', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 exports 64 dependencies

Last updated 3 days agofrom:2d7086e0bd. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 24 2025
R-4.5-linuxOKMar 24 2025
R-4.4-linuxOKMar 24 2025

Exports:xpect

Dependencies:aldclassclicodetoolscolorspacecpp11cubaturedata.tabledigestDistributionUtilse1071edfunevdfansifarverforeachfurrrfutureGeneralizedHyperbolicgenericsggplot2gldglobalsglogisglueGPfitgtableisobanditeratorsjsonlitelabelinglatticelhslifecyclelistenvlmomlubridatemagrittrMASSMatrixmgcvmunsellnlmenormalpparallellypillarpkgconfigproxypurrrR6rBayesianOptimizationRColorBrewerRcpprlangsandwichscalestibbletimechangeutf8vctrsviridisLitewithrxgboostzoo

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