ErrorTracer: Bayesian Error Propagation and Forecast Uncertainty
Decomposition
Provides a full pipeline from regularized or standard regression
models (elastic net, linear models, generalized linear models, random
forests) to informed Bayesian priors, three-way forecast uncertainty
decomposition (parameter / environmental / residual), and forecast shelf
life analysis (the quantification of when a forecast becomes
uninformative). Designed for ecological and genomic forecasting with
climate or environmental covariates. Methods build on Bürkner (2017)
<doi:10.18637/jss.v080.i01> for Bayesian regression via 'Stan',
Friedman, Hastie, and Tibshirani (2010) <doi:10.18637/jss.v033.i01>
for elastic net regularization, Wright and Ziegler (2017)
<doi:10.18637/jss.v077.i01> for random forests, and Vehtari, Gelman,
and Gabry (2017) <doi:10.1007/s11222-016-9696-4> for leave-one-out
cross-validation.
| Version: |
1.0.2 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
brms (≥ 2.20.0), ggplot2 (≥ 3.4.0), rlang (≥ 1.1.0), stats, utils |
| Suggests: |
loo (≥ 2.6.0), bayesplot (≥ 1.10.0), scales (≥ 1.3.0), tidyr (≥ 1.3.0), glmnet (≥ 4.1.0), ranger (≥ 0.15.0), dplyr (≥ 1.1.0), testthat (≥ 3.0.0), knitr, rmarkdown, covr |
| Published: |
2026-05-04 |
| DOI: |
10.32614/CRAN.package.ErrorTracer (may not be active yet) |
| Author: |
Luis Javier Madrigal-Roca [aut, cre],
John Kelly [aut] |
| Maintainer: |
Luis Javier Madrigal-Roca <madrigalrocalj at yahoo.com> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
ErrorTracer results |
Documentation:
Downloads:
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