Package: profoc 1.3.3

profoc: Probabilistic Forecast Combination Using CRPS Learning

Combine probabilistic forecasts using CRPS learning algorithms proposed in Berrisch, Ziel (2021) <doi:10.48550/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) <doi:10.48550/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>.

Authors:Jonathan Berrisch [aut, cre], Florian Ziel [aut]

profoc_1.3.3.tar.gz
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profoc_1.3.3.tgz(r-4.5-x86_64)profoc_1.3.3.tgz(r-4.5-arm64)profoc_1.3.3.tgz(r-4.4-x86_64)profoc_1.3.3.tgz(r-4.4-arm64)profoc_1.3.3.tgz(r-4.3-x86_64)profoc_1.3.3.tgz(r-4.3-arm64)
profoc_1.3.3.tar.gz(r-4.5-noble)profoc_1.3.3.tar.gz(r-4.4-noble)
profoc_1.3.3.tgz(r-4.4-emscripten)profoc_1.3.3.tgz(r-4.3-emscripten)
profoc.pdf |profoc.html
profoc/json (API)
NEWS

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

Bug tracker:https://github.com/berrij/profoc/issues

Pkgdown site:https://profoc.berrisch.biz

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda-Forge:

openblascppopenmp

5.74 score 14 stars 13 scripts 507 downloads 13 exports 35 dependencies

Last updated 6 months agofrom:fec56e2d46. Checks:11 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 19 2025
R-4.5-win-x86_64OKFeb 19 2025
R-4.5-mac-x86_64OKFeb 19 2025
R-4.5-mac-aarch64OKFeb 19 2025
R-4.5-linux-x86_64OKFeb 19 2025
R-4.4-win-x86_64OKFeb 19 2025
R-4.4-mac-x86_64OKFeb 19 2025
R-4.4-mac-aarch64OKFeb 19 2025
R-4.3-win-x86_64OKFeb 19 2025
R-4.3-mac-x86_64OKFeb 19 2025
R-4.3-mac-aarch64OKFeb 19 2025

Exports:autoplotbatchconlineinit_experts_listmake_basis_matsmake_hat_matsmake_knotsonlineoraclepenaltypost_process_modelsplines2_basistidy

Dependencies:abindclicolorspacefansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadilloRcppProgressrcpptimerrlangscalessplines2tibbleutf8vctrsviridisLitewithr

Introduction

Rendered fromprofoc.Rmdusingknitr::rmarkdownon Feb 19 2025.

Last update: 2024-01-10
Started: 2023-08-28

Production

Rendered fromproduction.Rmdusingknitr::rmarkdownon Feb 19 2025.

Last update: 2024-01-10
Started: 2024-01-10

Using the C++ Interface

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Last update: 2024-01-10
Started: 2024-01-10