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:Giancarlo Vercellino [aut, cre, cph]

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
card.svg |card.png
organik/json (API)
NEWS

# Install 'organik' in R:
install.packages('organik', repos = c('https://pigian.r-universe.dev', 'https://cloud.r-project.org'))

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 1 stars 142 downloads 1 exports 55 dependencies

Last updated from:1818929bd4. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK156
source / vignettesOK204
linux-release-x86_64OK159
macos-release-arm64OK100
macos-oldrel-arm64OK91
windows-develOK109
windows-releaseOK107
windows-oldrelOK123
wasm-releaseOK119

Exports:organik

Dependencies:clicodetoolscolorspacecommonmarkcpp11curlfarverforeachforecastfracdiffgenericsggplot2ggtextglmnetgluegridtextgtableimputeTSisobanditeratorsjpeglabelinglatticelifecyclelitedownlmtestmagrittrmarkdownMASSMatrixnlmennetpngR6RColorBrewerRcppRcppArmadilloRcppEigenrlangrpartS7scalesshapestinepackstringistringrsurvivaltimeDateurcavctrsviridisLitewithrxfunxml2zoo