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xpect

Probabilistic Time Series Forecasting with XGBoost and Conformal Inference

Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies.

Versions across snapshots

VersionRepositoryFileSize
1.2 rolling linux/jammy R-4.5 xpect_1.2.tar.gz 62.0 KiB
1.2 rolling linux/noble R-4.5 xpect_1.2.tar.gz 61.9 KiB
1.2 rolling source/ R- xpect_1.2.tar.gz 13.1 KiB
1.2 latest linux/jammy R-4.5 xpect_1.2.tar.gz 62.0 KiB
1.2 latest linux/noble R-4.5 xpect_1.2.tar.gz 61.9 KiB
1.2 latest source/ R- xpect_1.2.tar.gz 13.1 KiB
1.2 2026-04-26 source/ R- xpect_1.2.tar.gz 13.1 KiB
1.2 2026-04-23 source/ R- xpect_1.2.tar.gz 13.1 KiB
1.2 2026-04-09 windows/windows R-4.5 xpect_1.2.zip 64.1 KiB
1.0 2025-04-20 source/ R- xpect_1.0.tar.gz 9.4 KiB

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