Package: rollcast
Type: Package
Title: Probabilistic Forecasting with Adaptive Mixtures of Rolling
        Statistics
Version: 0.1.0
Authors@R: person(
    given = "Giancarlo",
    family = "Vercellino",
    email = "giancarlo.vercellino@gmail.com",
    role = c("aut", "cre")
    )
Description: Implements a probabilistic time-series forecasting
        framework based on adaptive mixtures of rolling statistical
        anchors. Rolling means, medians, minimum and maximum values,
        regression endpoints, and user-specified quantiles define
        candidate forecast locations. A proper-score gating model
        assigns state-dependent mixture weights, optional
        state-conditional residual sampling adds local dispersion, and
        recursive simulation produces marginal and joint predictive
        distributions. Numeric hyperparameters can be supplied as
        scalars or candidate vectors for causal validation-based
        selection.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: Rcpp (>= 1.0.12), stats, graphics, grDevices, utils
LinkingTo: Rcpp
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
NeedsCompilation: yes
RoxygenNote: 7.3.3
Packaged: 2026-10-03 12:40:56 UTC; root
Author: Giancarlo Vercellino [aut, cre]
Maintainer: Giancarlo Vercellino <giancarlo.vercellino@gmail.com>
Repository: https://pigian.r-universe.dev
Date/Publication: 2026-09-02 14:37:08 UTC
RemoteUrl: https://github.com/cran/rollcast
RemoteRef: HEAD
RemoteSha: e3b36d9e21728320de6d001ff82f76787d4cfcb5