Conditional Regime Analog Forecasting with Trajectories
Overview
Tools for Conditional Regime Analog Forecasting with Trajectories. The package builds lag and lead trajectory embeddings, detects regimes with singular value decomposition and changepoint analysis, estimates transition probabilities between regimes, samples future-trajectory analogues, and fits smooth empirical forecast distributions. Random-search hyperparameter tuning ranks candidate models using internal backtests.
- Initial CRAN-preparation release.
- Added trajectory embedding helpers for lag and lead cumulative changes.
- Added SVD changepoint regime detection and transition-based regime forecasting through
craft_fit()andcraft_predict(). - Added smooth empirical forecast distribution fitting.
- Added tests, manual pages, README, and vignette.
From NEWS.md in the release
Install
Health
- OK13 OKNow
- OK7 OK2026-08-09
Documentation
Release 0.2.0 has not been analysed yet.
- Help pages
- 11includes a package overview page
- Examples that run
- 70%7 run in a plain check · 3 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 98%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing CRAFT adds 2 packages (2 with compiled code, 949 KB of source tarballs). Heaviest: zoo 675 KB, changepoint 274 KB.
Code & Tests
People & History
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- 0.2.0Latest
- 0.1.02026-08-08
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-08
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 75 KB
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