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Trains per-horizon probabilistic ensembles from a univariate time series. It supports 'rpart', 'glmnet', and 'kNN' engines with flexible residual distributions and heteroscedastic scale models, weighting variants by calibration-aware scores. A Gaussian/t copula couples the marginals to simulate joint forecast paths, returning quantiles, means, and step increments across horizons.
| Version: | 1.0.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | rpart (≥ 4.1.24), glmnet (≥ 4.1-10), Matrix (≥ 1.7-3), MASS (≥ 7.3-65), imputeTS (≥ 3.4) |
| Suggests: | knitr, testthat (≥ 3.0.0) |
| Published: | 2025-11-26 |
| DOI: | 10.32614/CRAN.package.organik |
| Author: | Giancarlo Vercellino [aut, cre, cph] |
| Maintainer: | Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
| License: | GPL-3 |
| URL: | https://rpubs.com/giancarlo_vercellino/organik |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | organik results |
| Reference manual: | organik.html , organik.pdf |
| Package source: | organik_1.0.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: organik_1.0.0.zip |
| macOS binaries: | r-release (arm64): organik_1.0.1.tgz, r-oldrel (arm64): organik_1.0.1.tgz, r-release (x86_64): organik_1.0.1.tgz, r-oldrel (x86_64): organik_1.0.1.tgz |
| Old sources: | organik archive |
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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.