CRAFTing future trajectories without pretending to own the future | The CRAFT package works this way | A tiny demo, because forecasts should have manners | 1. Fold the history into trajectories | 2. Fit a smooth distribution from trajectory draws | 3. Fit CRAFT end to end | 4. Predict again, because the future keeps moving | 5. What to look at when the model returns | Final thoughts
Package: CRAFT 0.1.0
CRAFT: Conditional Regime Analog Forecasting with Trajectories
Tools for Conditional Regime Analog Forecasting with Trajectories. The package builds lag and lead trajectory embeddings, detects regimes with singular value decomposition and changepoint analysis, estimates transition probabilities between regimes, samples future-trajectory analogues, and fits smooth empirical forecast distributions.
Authors:
CRAFT_0.1.0.tar.gz
CRAFT_0.1.0.zip(r-4.7-any)CRAFT_0.1.0.zip(r-4.6-any)CRAFT_0.1.0.zip(r-4.5-any)
CRAFT_0.1.0.tgz(r-4.6-any)CRAFT_0.1.0.tgz(r-4.5-any)
CRAFT_0.1.0.tar.gz(r-4.7-any)CRAFT_0.1.0.tar.gz(r-4.6-any)
CRAFT_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
CRAFT/json (API)
| # Install 'CRAFT' in R: |
| install.packages('CRAFT', repos = c('https://pigian.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:eb777bb97a. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 111 | ||
| source / vignettes | OK | 151 | ||
| linux-release | OK | 127 | ||
| macos-release | OK | 125 | ||
| macos-oldrel | OK | 118 | ||
| windows-devel | OK | 80 | ||
| windows-release | OK | 72 | ||
| windows-oldrel | OK | 62 | ||
| wasm-release | OK | 79 |
Exports:craft_fitcraft_predictdenoiserregime_samplersmooth_quantile_distributionsvd_changepoint_regimestime_volume_weightstrajectory_embeddingtrajectory_forecasttrajectory_reframer
Dependencies:changepointlatticezoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Conditional Regime Analog Forecasting with Trajectories | CRAFT-package CRAFT |
| Fit a Trajectory-Aware Regime Forecast | craft_fit |
| Predict from a Fitted CRAFT Model | craft_predict |
| Select Informative Numeric Features | denoiser |
| Sample Candidate Rows from Regime Probabilities | regime_sampler |
| Fit a Smooth Empirical Distribution from Quantiles | smooth_quantile_distribution |
| Detect Regimes from SVD Scores and Changepoints | svd_changepoint_regimes |
| Compute Time Weights from Trading Volumes | time_volume_weights |
| Build Past and Future Trajectory Matrices | trajectory_embedding |
| Fit Smooth Forecast Distributions for Trajectory Draws | trajectory_forecast |
| Build Lag or Lead Trajectory Features for One Series | trajectory_reframer |