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caretForecast 0.1.3

Bug Fixes

• Fixed get_var_imp() to accept both ARml and forecastARml objects as documented
• Fixed dimension drop in lag_maker() when max_lag = 1
• Fixed dimension drop in forecast_loop() when forecasting single step
• Fixed xreg being lost during calibration - now properly preserved before truncation
• Fixed redundant BoxCox transformation when lambda = "auto"
• Fixed invalid trend_method parameter in get_var_imp() example
• Fixed syntax error in test file

Tests

• Added comprehensive test suite with 246 tests covering:
  • ARml(): parameter validation, edge cases (max_lag = 1, cv = FALSE), constant data, non-seasonal data, different frequencies (quarterly, weekly), xreg handling, BoxCox transformations
  • forecast.ARml(): error handling, multiple confidence levels, calibrated forecasts, output structure
  • split_ts(): input validation, time series attribute preservation
  • Conformal prediction: conformalRegressor(), conformalRegressorByHorizon(), and their predict methods with bounds and error handling
  • Calibration: horizon-specific calibration, trumpet-shaped intervals, xreg with calibration
  • Internal utilities: lag_maker(), %notin%, pred_func(), forecast_loop()

caretForecast 0.1.2

• Implemented horizon-specific conformal prediction intervals with proper out-of-sample calibration
• Added new parameters to ARml(): calibrate, calibration_horizon, n_cal_windows
• New functions: conformalRegressorByHorizon(), calibrate_horizon_scores()
• Prediction intervals now properly widen with forecast horizon (trumpet shape)
• Added comprehensive test suite for short time series handling

caretForecast 0.1.1

caretForecast 0.0.3

caretForecast 0.0.2

• Added a NEWS.md file to track changes to the package.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.