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chopper: Changepoint-Aware Ensemble for Probabilistic Modeling

Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.

Version: 1.0
Depends: R (≥ 2.10)
Imports: normalp (≥ 0.7.2), purrr (≥ 1.0.1), ald (≥ 1.3.1), evd (≥ 2.3-6.1), GeneralizedHyperbolic (≥ 0.8-6), fGarch (≥ 4022.89), forecast (≥ 8.21), imputeTS (≥ 3.3), changepoint (≥ 2.3), lubridate (≥ 1.9.2), ggplot2 (≥ 3.5.1), scales (≥ 1.3.0)
Suggests: knitr, testthat (≥ 3.0.0)
Published: 2025-05-27
DOI: 10.32614/CRAN.package.chopper
Author: Giancarlo Vercellino [aut, cre, cph]
Maintainer: Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License: GPL-3
URL: https://rpubs.com/giancarlo_vercellino/chopper
NeedsCompilation: no
Materials: NEWS
CRAN checks: chopper results

Documentation:

Reference manual: chopper.pdf

Downloads:

Package source: chopper_1.0.tar.gz
Windows binaries: r-devel: not available, r-release: chopper_1.0.zip, r-oldrel: chopper_1.0.zip
macOS binaries: r-release (arm64): chopper_1.0.tgz, r-oldrel (arm64): chopper_1.0.tgz, r-release (x86_64): chopper_1.0.tgz, r-oldrel (x86_64): chopper_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=chopper to link to this page.

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.