{ "_id": "6ac9fba0fe5cc25786e83a66", "Package": "wired", "Type": "Package", "Title": "Weighted Adaptive Prediction with Structured Dependence", "Version": "1.0.1", "Authors@R": "c(person(\"Giancarlo\", \"Vercellino\", role = c(\"aut\", \"cre\", \"cph\"), email = \"giancarlo.vercellino@gmail.com\"))", "Maintainer": "Giancarlo Vercellino ", "Description": "Builds a joint probabilistic forecast across series and\nhorizons using adaptive copulas (Gaussian/t) with\nshrinkage-repaired correlations. At the low level it calls a\nprobabilistic mixer per series and horizon, which backtests\nseveral simple predictors, predicts next-window Continuous\nRanked Probability Score (CRPS), and converts those scores into\nsoftmax weights to form a calibrated mixture (r/q/p/dfun). The\nmixer blends eight simple predictors: a naive predictor that\nwraps the last move in a PERT distribution; an arima predictor\nusing auto.arima for one-step forecasts; an Exponentially\nWeighted Moving Average (EWMA) gaussian predictor with\nmean/variance under a Gaussian; a historical bootstrap\npredictor that resamples past horizon-aligned moves; a drift\nresidual bootstrap predictor combining linear trend with\nbootstrapped residuals; a volatility-scaled naive predictor\ncentering on the last move and scaling by recent volatility; a\nrobust median mad predictor using median/MAD with Laplace or\nNormal shape; and a shrunk quantile predictor that fits a few\nquantile regressions over time and interpolates to a full\npredictive. The function then couples the per-series mixtures\non a common transform\n(additive/multiplicative/log-multiplicative), simulates\ncoherent draws, and returns both transformed- and level-scale\nsamplers and summaries.", "License": "GPL-3", "RoxygenNote": "7.3.3", "Encoding": "UTF-8", "URL": "https://rpubs.com/giancarlo_vercellino/wired", "Config/testthat/edition": "3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-10 08:13:37 UTC", "User": "root" }, "Author": "Giancarlo Vercellino [aut, cre, cph]", "Config/pak/sysreqs": "cmake make libicu-dev libjpeg-dev libpng-dev\nlibxml2-dev libssl-dev", "Repository": "https://pigian.r-universe.dev", "Date/Publication": "2026-04-13 09:15:23 UTC", "RemoteUrl": "https://github.com/cran/wired", "RemoteRef": "HEAD", "RemoteSha": "45b7db605e69154edef90022bb1a8e806938a672", "_user": "pigian", "_type": "src", "_file": "wired_1.0.1.tar.gz", "_fileid": "https://r2.ropensci.org/a35a458f4abbe19d9659dbabdcac2245715b458289faf475e77192b352e91508", 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