profoc

Probabilistic Forecast Combination Using CRPS Learning

v1.3.4 · Jan 23, 2026 · GPL (>= 3)

Description

Combine probabilistic forecasts using CRPS learning algorithms proposed in Berrisch, Ziel (2021) <doi:10.48550/arXiv.2102.00968> <doi:10.1016/j.jeconom.2021.11.008>. The package implements multiple online learning algorithms like Bernstein online aggregation; see Wintenberger (2014) <doi:10.48550/arXiv.1404.1356>. Quantile regression is also implemented for comparison purposes. Model parameters can be tuned automatically with respect to the loss of the forecast combination. Methods like predict(), update(), plot() and print() are available for convenience. This package utilizes the optim C++ library for numeric optimization <https://github.com/kthohr/optim>.

Downloads

470

Last 30 days

8594th

1.2K

Last 90 days

4.7K

Last year

Trend: +64.9% (30d vs prior 30d)

CRAN Check Status

13 OK

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	402.2s
r-devel-linux-x86_64-debian-gcc	OK	350.8s
r-devel-linux-x86_64-fedora-clang	OK	603.3s
r-devel-linux-x86_64-fedora-gcc	OK	777.4s
r-devel-windows-x86_64	OK	404s
r-oldrel-macos-arm64	OK	64s
r-oldrel-macos-x86_64	OK	254s
r-oldrel-windows-x86_64	OK	510s
r-patched-linux-x86_64	OK	523.8s
r-release-linux-x86_64	OK
r-release-macos-arm64	OK	65s
r-release-macos-x86_64	OK	276s
r-release-windows-x86_64	OK	411s

Additional Issues

linux-arm64 Details →

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 14, 2026

WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE May 11, 2026

WARNING r-devel-windows-x86_64

whether package can be installed

Found the following significant warnings:
  Warning: S3 methods '$<-.grouped_df', '[.fun_list', '[.grouped_df', '[.rowwise_df', '[<-.grouped_df', '[<-.rowwise_df', '[[<-.grouped_df', 'names<-.grouped_df', 'names<-.rowwise_df', 'add_count.data.frame',
...[truncated]...
ruct.data.frame', 'dplyr_reconstruct.grouped_df', 'dplyr_reconstruct.rowwise_df', 'dplyr_row_slice.data.frame', ' [... truncated]
See 'd:/Rcompile/CRANpkg/local/4.7/profoc.Rcheck/00install.out' for details.
* used C++ compiler: 'g++.exe (GCC) 14.3.0'

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 8, 2026

WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE May 6, 2026

WARNING r-devel-windows-x86_64

whether package can be installed

Found the following significant warnings:
  Warning: S3 methods '$<-.grouped_df', '[.fun_list', '[.grouped_df', '[.rowwise_df', '[<-.grouped_df', '[<-.rowwise_df', '[[<-.grouped_df', 'names<-.grouped_df', 'names<-.rowwise_df', 'add_count.data.frame',
...[truncated]...
ruct.data.frame', 'dplyr_reconstruct.grouped_df', 'dplyr_reconstruct.rowwise_df', 'dplyr_row_slice.data.frame', ' [... truncated]
See 'd:/Rcompile/CRANpkg/local/4.7/profoc.Rcheck/00install.out' for details.
* used C++ compiler: 'g++.exe (GCC) 14.3.0'

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 2, 2026

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.0Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  12.8Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  13.4Mb

ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026

ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/profoc.Rcheck/00install.out' for details.

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.0Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  12.8Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  13.4Mb

NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘profoc/libs/profoc.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

NOTE r-devel-windows-x86_64

compiled code

File 'profoc/libs/x64/profoc.dll':
  Found non-API call to R: 'R_UnboundValue'

Compiled code should not call non-API entry points in R.

See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.

NOTE r-patched-linux-x86_64

compiled code

File ‘profoc/libs/profoc.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.0Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  12.8Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  13.4Mb

ERROR 8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘profoc/libs/profoc.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

ERROR r-devel-linux-x86_64-debian-gcc

whether package can be installed

Installation failed.
See ‘/home/hornik/tmp/R.check/r-devel-gcc/Work/PKGS/profoc.Rcheck/00install.out’ for details.

NOTE r-devel-windows-x86_64

compiled code

File 'profoc/libs/x64/profoc.dll':
  Found non-API call to R: 'R_UnboundValue'

Compiled code should not call non-API entry points in R.

See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.

NOTE r-patched-linux-x86_64

compiled code

File ‘profoc/libs/profoc.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.0Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  12.8Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  13.4Mb

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.0Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  12.8Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  13.4Mb

Dependency Network

Version History

21 tracked

new 1.3.4 Mar 10, 2026

updated 1.3.4 ← 1.3.3 diff Jan 22, 2026

updated 1.3.3 ← 1.3.2 diff Sep 21, 2024

updated 1.3.2 ← 1.3.1 diff Mar 24, 2024

updated 1.3.1 ← 1.3.0 diff Jan 12, 2024

updated 1.3.0 ← 1.2.1 diff Jan 8, 2024

updated 1.2.1 ← 1.2.0 diff Aug 24, 2023

updated 1.2.0 ← 1.1.1 diff Jun 12, 2023

updated 1.1.1 ← 1.1.0 diff Mar 1, 2023

updated 1.1.0 ← 1.0.0 diff Jan 12, 2023

updated 1.0.0 ← 0.9.5 diff Dec 22, 2022

updated 0.9.5 ← 0.9.4 diff Dec 15, 2022

updated 0.9.4 ← 0.9.3 diff Nov 29, 2022

updated 0.9.3 ← 0.9.2 diff Apr 20, 2022

updated 0.9.2 ← 0.9.1 diff Mar 16, 2022