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 <giancarlo.vercellino@gmail.com>
Description: Builds a joint probabilistic forecast across series and
        horizons using adaptive copulas (Gaussian/t) with
        shrinkage-repaired correlations. At the low level it calls a
        probabilistic mixer per series and horizon, which backtests
        several simple predictors, predicts next-window Continuous
        Ranked Probability Score (CRPS), and converts those scores into
        softmax weights to form a calibrated mixture (r/q/p/dfun). The
        mixer blends eight simple predictors: a naive predictor that
        wraps the last move in a PERT distribution; an arima predictor
        using auto.arima for one-step forecasts; an Exponentially
        Weighted Moving Average (EWMA) gaussian predictor with
        mean/variance under a Gaussian; a historical bootstrap
        predictor that resamples past horizon-aligned moves; a drift
        residual bootstrap predictor combining linear trend with
        bootstrapped residuals; a volatility-scaled naive predictor
        centering on the last move and scaling by recent volatility; a
        robust median mad predictor using median/MAD with Laplace or
        Normal shape; and a shrunk quantile predictor that fits a few
        quantile regressions over time and interpolates to a full
        predictive. The function then couples the per-series mixtures
        on a common transform
        (additive/multiplicative/log-multiplicative), simulates
        coherent draws, and returns both transformed- and level-scale
        samplers and summaries.
License: GPL-3
RoxygenNote: 7.3.3
Imports: mc2d (>= 0.2.1), forecast (>= 8.24.0), quantreg (>= 6.1), MASS
        (>= 7.3-65), imputeTS (>= 3.4)
Encoding: UTF-8
URL: https://rpubs.com/giancarlo_vercellino/wired
Suggests: knitr, testthat (>= 3.0.0)
Config/testthat/edition: 3
Depends: R (>= 4.1.0)
NeedsCompilation: no
Packaged: 2026-06-12 07:10:51 UTC; root
Author: Giancarlo Vercellino [aut, cre, cph]
Config/pak/sysreqs: cmake make libicu-dev libjpeg-dev libpng-dev
        libxml2-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