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Implements a probabilistic time-series forecasting framework based on adaptive mixtures of rolling statistical anchors. Rolling means, medians, minimum and maximum values, regression endpoints, and user-specified quantiles define candidate forecast locations. A proper-score gating model assigns state-dependent mixture weights, optional state-conditional residual sampling adds local dispersion, and recursive simulation produces marginal and joint predictive distributions. Numeric hyperparameters can be supplied as scalars or candidate vectors for causal validation-based selection.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | Rcpp (≥ 1.0.12), stats, graphics, grDevices, utils |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-09-02 |
| DOI: | 10.32614/CRAN.package.rollcast |
| Author: | Giancarlo Vercellino [aut, cre] |
| Maintainer: | Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | rollcast results |
| Reference manual: | rollcast.html , rollcast.pdf |
| Vignettes: |
Intro to rollcast (source, R code) |
| Package source: | rollcast_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: rollcast_0.1.0.zip, r-oldrel: rollcast_0.1.0.zip |
| macOS binaries: | r-release (arm64): rollcast_0.1.0.tgz, r-oldrel (arm64): rollcast_0.1.0.tgz, r-release (x86_64): rollcast_0.1.0.tgz, r-oldrel (x86_64): rollcast_0.1.0.tgz |
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