Package: chopper 1.0

chopper: Changepoint-Aware Ensemble for Probabilistic Modeling

Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.

Authors:Giancarlo Vercellino [aut, cre, cph]

chopper_1.0.tar.gz
chopper_1.0.zip(r-4.7)chopper_1.0.zip(r-4.6)chopper_1.0.zip(r-4.5)
chopper_1.0.tgz(r-4.6-any)chopper_1.0.tgz(r-4.5-any)
chopper_1.0.tar.gz(r-4.7-any)chopper_1.0.tar.gz(r-4.6-any)
chopper_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
chopper/json (API)
NEWS

# Install 'chopper' in R:
install.packages('chopper', repos = c('https://pigian.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • ts_set - Tech Stock Time Series Dataset

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 3 scripts 562 downloads 1 exports 67 dependencies

Last updated from:44b1ac434d. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK203
source / vignettesOK199
linux-release-x86_64OK210
macos-release-arm64OK136
macos-oldrel-arm64OK126
windows-develOK160
windows-releaseOK152
windows-oldrelOK157
wasm-releaseOK116

Exports:chopper

Dependencies:aldchangepointclicolorspacecommonmarkcpp11curlcvarDistributionUtilsevdfarverfastICAfBasicsfGarchforecastfracdiffgbutilsGeneralizedHyperbolicgenericsggplot2ggtextgluegridtextgssgtableimputeTSisobandjpeglabelinglatticelifecyclelitedownlmtestlubridatemagrittrmarkdownMASSMatrixnlmennetnormalppngpurrrR6rbibutilsRColorBrewerRcppRcppArmadilloRdpackrlangS7scalesspatialstablediststinepackstringistringrtimechangetimeDatetimeSeriesurcavctrsviridisLitewithrxfunxml2zoo