rollcast: Probabilistic Forecasting with Adaptive Mixtures of Rolling Statistics

Implements a probabilistic time-series forecasting framework based on adaptive mixtures of rolling statistical anchors. Rolling means, medians, minimum and maximum values, regression endpoints, and user-specified quantiles define candidate forecast locations. A proper-score gating model assigns state-dependent mixture weights, optional state-conditional residual sampling adds local dispersion, and recursive simulation produces marginal and joint predictive distributions. Numeric hyperparameters can be supplied as scalars or candidate vectors for causal validation-based selection.

Version:	0.1.0
Depends:	R (≥ 4.1.0)
Imports:	Rcpp (≥ 1.0.12), stats, graphics, grDevices, utils
LinkingTo:	Rcpp
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-09-02
DOI:	10.32614/CRAN.package.rollcast (may not be active yet)
Author:	Giancarlo Vercellino [aut, cre]
Maintainer:	Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License:	MIT + file LICENSE
NeedsCompilation:	yes
Materials:	README, NEWS
CRAN checks:	rollcast results

Documentation:

Reference manual:	rollcast.html , rollcast.pdf
Vignettes:	Intro to rollcast (source, R code)

Downloads:

Package source:	rollcast_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: rollcast_0.1.0.zip
macOS binaries:	r-release (arm64): rollcast_0.1.0.tgz, r-oldrel (arm64): rollcast_0.1.0.tgz, r-release (x86_64): rollcast_0.1.0.tgz, r-oldrel (x86_64): rollcast_0.1.0.tgz

Linking:

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