Package: rollcast
Type: Package
Title: Probabilistic Forecasting with Adaptive Mixtures of Rolling
        Statistics
Version: 0.1.0
Authors@R: person(
    given = "Giancarlo",
    family = "Vercellino",
    email = "giancarlo.vercellino@gmail.com",
    role = c("aut", "cre")
    )
Description: 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.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: Rcpp (>= 1.0.12), stats, graphics, grDevices, utils
LinkingTo: Rcpp
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
NeedsCompilation: yes
RoxygenNote: 7.3.3
Packaged: 2026-08-21 07:09:06 UTC; gianc
Author: Giancarlo Vercellino [aut, cre]
Maintainer: Giancarlo Vercellino <giancarlo.vercellino@gmail.com>
Repository: CRAN
Date/Publication: 2026-09-02 12:30:02 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-09-02 23:03:21 UTC; windows
Archs: x64
