Package: greybox
Type: Package
Title: Toolbox for Model Building and Forecasting
Version: 2.0.8
Date: 2026-02-20
Authors@R: c(person("Ivan", "Svetunkov", email = "ivan@svetunkov.com", role = c("aut", "cre"),
                  comment="Senior Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK"),
             person("Yves R.", "Sagaert", role = c("ctb"),
                  comment="Visiting Research at Centre for Marketing Analytics and Forecasting, Lancaster University, UK"))
URL: https://github.com/config-i1/greybox
BugReports: https://github.com/config-i1/greybox/issues
Language: en-GB
Description: Implements functions and instruments for regression model building and its
             application to forecasting. The main scope of the package is in variables selection
             and models specification for cases of time series data. This includes promotional
             modelling, selection between different dynamic regressions with non-standard
             distributions of errors, selection based on cross validation, solutions to the fat
             regression model problem and more. Models developed in the package are tailored
             specifically for forecasting purposes. So as a results there are several methods
             that allow producing forecasts from these models and visualising them.
License: LGPL-2.1
Depends: R (>= 3.5.0)
Imports: stats, generics (>= 0.1.2), graphics, utils, pracma, nloptr,
        statmod, zoo, texreg, xtable, methods
LinkingTo: Rcpp
Suggests: smooth (>= 3.1.0), doMC, doParallel, foreach, testthat,
        rmarkdown, knitr
Enhances: vars, forecast
RoxygenNote: 7.3.3
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2026-02-22 08:33:29 UTC; config
Author: Ivan Svetunkov [aut, cre] (Senior Lecturer at Centre for Marketing
    Analytics and Forecasting, Lancaster University, UK),
  Yves R. Sagaert [ctb] (Visiting Research at Centre for Marketing
    Analytics and Forecasting, Lancaster University, UK)
Maintainer: Ivan Svetunkov <ivan@svetunkov.com>
Repository: CRAN
Date/Publication: 2026-02-22 15:40:09 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 05:33:24 UTC; unix
Archs: greybox.so.dSYM
