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audrex

3.0.0Package record

Automatic Dynamic Regression using Extreme Gradient Boosting

0packages depend
5.3Kdownloads / year
68.6%test coverage
13/13flavors OK

Overview

About

Dynamic regression for time series using Extreme Gradient Boosting with hyper-parameter tuning via Bayesian Optimization or Random Search.

Changes in 3.0.0

What’s new:

  • Fully aligned with the new XGBoost R API: deprecated watchlist removed, predictions use the standard predict(model, xgb.DMatrix) method, eliminating future-breaking warnings.
  • Bayesian optimization redesigned to use a pure base-R surrogate approach, removing GPfit-related numerical failures while preserving the same function signature and outputs.
  • Robust failure handling across optimization and modeling: failed models are safely ignored, edge cases handled explicitly, and searches always return valid results.
  • Reduced dependency footprint, relying mainly on base R plus xgboost and imputeTS, simplifying installation and maintenance.
  • Cleaner, more stable modeling core (engine, sequencer, hood) with safer cross-validation, early stopping, residual sampling, and base svd() for dimensionality reduction.
  • Output and API backward compatibility preserved: existing code using audrex, random_search, or bayesian_search continues to work unchanged.
  • Comprehensive test coverage added via testthat, validating all major paths (gbtree, gblinear, random search, Bayesian search, full audrex pipeline).

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.7 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
Show 3 earlier changesHide 3 earlier changes
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK12 OK2026-04-25
  • ERROR11 OK, 3 ERROR2026-03-10
Advisories

none known

Documentation

In release 3.0.0
READMENoVignettesNoNEWSYes · 67% structured · mentions 3.0.0Citation fileNoWebsiteYes
Help pages
4includes a package overview page
Examples that run
0%1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
93%
Return-value docs
100%
Help pages citing references
0%

Downloads

5.3K
CRAN downloads in the past year
Rank #7,114 · ~15/day · ~442/mo
Daily download trend is not available in this view yet.
39530 days
1.2K90 days
5.3K1 year
Compare downloads with other packages →
Also on101 r2u23 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing audrex adds 45 packages (28 with compiled code, 46 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.

Depends (1)
R >= 4.1
Imports (4)
xgboostimputeTSgraphicsgrDevices
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 1.0.0 (2021), Copyright holder
Releases (5)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 3.0.0Latest
    record
    2026-01-07 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 2.0.1
    record
    2022-03-23 · diff ↗
  • 2.0.0
    record
    2022-03-21 · diff ↗
  • 1.0.1
    record
    2021-08-18 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.0.0
    record
    2021-04-28
  • R
    R 4.0.0 released · 2020-04-24

Package metadata

First published
2021-04-28
Total releases
5 / 5 yrs
License
GPL-3 OSI
Minimum R
≥ 4.1
Bundled data
80 KB / 3 files
Download size
102 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("audrex")
Vercellino, G. (2026). audrex: Automatic Dynamic Regression using Extreme Gradient Boosting (Version 3.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.audrex

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for audrex version 3.0.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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