Package: profoc
Type: Package
Title: Probabilistic Forecast Combination Using CRPS Learning
Version: 1.3.4
Date: 2026-01-23
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)
        <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>.
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 (>= 1.2.0)
URL: https://profoc.berrisch.biz, https://github.com/BerriJ/profoc
BugReports: https://github.com/BerriJ/profoc/issues
RoxygenNote: 7.3.2
Language: en-US
Suggests: testthat (>= 3.0.0), gamlss.dist, knitr, rmarkdown, dplyr,
        rcpptimer (>= 1.2.0),
Config/testthat/edition: 3
Roxygen: list(markdown = TRUE)
VignetteBuilder: knitr
Repository: https://berrij.r-universe.dev
Date/Publication: 2026-01-23 09:24:46 UTC
RemoteUrl: https://github.com/berrij/profoc
RemoteRef: HEAD
RemoteSha: b5073ca70aea60ce209676faa99e04da725ffe04
NeedsCompilation: yes
Packaged: 2026-06-22 11:39:37 UTC; root
Author: Jonathan Berrisch [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-4944-9074>),
  Florian Ziel [aut] (ORCID: <https://orcid.org/0000-0002-2974-2660>)
Maintainer: Jonathan Berrisch <Jonathan@Berrisch.biz>