Package: organik 1.0.1
organik: Multi-Horizon Probabilistic Ensemble with Copulas for Time Series Forecasting
Trains per-horizon probabilistic ensembles from a univariate time series. It supports 'rpart', 'glmnet', and 'kNN' engines with flexible residual distributions and heteroscedastic scale models, weighting variants by calibration-aware scores. A Gaussian/t copula couples the marginals to simulate joint forecast paths, returning quantiles, means, and step increments across horizons.
Authors:
organik_1.0.1.tar.gz
organik_1.0.1.zip(r-4.7)organik_1.0.1.zip(r-4.6)organik_1.0.1.zip(r-4.5)
organik_1.0.1.tgz(r-4.6-any)organik_1.0.1.tgz(r-4.5-any)
organik_1.0.1.tar.gz(r-4.7-any)organik_1.0.1.tar.gz(r-4.6-any)
organik_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
organik/json (API)
| # Install 'organik' in R: |
| install.packages('organik', 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:1818929bd4. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 170 | ||
| source / vignettes | OK | 193 | ||
| linux-release-x86_64 | OK | 165 | ||
| macos-release-arm64 | OK | 91 | ||
| macos-oldrel-arm64 | OK | 87 | ||
| windows-devel | OK | 123 | ||
| windows-release | OK | 120 | ||
| windows-oldrel | OK | 110 | ||
| wasm-release | OK | 150 |
Exports:organik
Dependencies:clicodetoolscolorspacecommonmarkcpp11curlfarverforeachforecastfracdiffgenericsggplot2ggtextglmnetgluegridtextgtableimputeTSisobanditeratorsjpeglabelinglatticelifecyclelitedownlmtestmagrittrmarkdownMASSMatrixnlmennetpngR6RColorBrewerRcppRcppArmadilloRcppEigenrlangrpartS7scalesshapestinepackstringistringrsurvivaltimeDateurcavctrsviridisLitewithrxfunxml2zoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multi-Horizon Probabilistic Ensemble with Copulas for Time Series Forecasting | organik-package organik |
