Package: xpect
Type: Package
Title: Probabilistic Time Series Forecasting with XGBoost and Conformal
        Inference
Version: 1.2
Authors@R: c(person("Giancarlo", "Vercellino", role = c("aut", "cre", "cph"), email = "giancarlo.vercellino@gmail.com"))
Maintainer: Giancarlo Vercellino <giancarlo.vercellino@gmail.com>
Description: 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.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: normalp (>= 0.7.2), glogis (>= 1.0-2), gld (>= 2.6.6), purrr
        (>= 1.0.1), ald (>= 1.3.1), evd (>= 2.3-6.1),
        GeneralizedHyperbolic (>= 0.8-6), cubature (>= 2.1.0), furrr
        (>= 0.3.1), future (>= 1.33.0), xgboost (>= 1.7.5.1),
        rBayesianOptimization (>= 1.2.0), lubridate (>= 1.9.2), ggplot2
        (>= 3.5.1), scales (>= 1.3.0)
URL: https://rpubs.com/giancarlo_vercellino/xpect
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Depends: R (>= 2.10)
NeedsCompilation: no
Packaged: 2026-03-29 18:55:06 UTC; gianc
Author: Giancarlo Vercellino [aut, cre, cph]
Repository: CRAN
Date/Publication: 2026-03-29 19:10:04 UTC
Built: R 4.6.0; ; 2026-04-28 13:14:18 UTC; unix
