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smimodel

0.1.3Package record

Sparse Multiple Index Models for Nonparametric Forecasting

0packages depend
2.3Kdownloads / year
8.2%test coverage
13/13flavors OK

Overview

About

Implements a general algorithm for estimating Sparse Multiple Index (SMI) models for nonparametric forecasting and prediction. Estimation of SMI models requires the Gurobi mixed integer programming (MIP) solver via the gurobi R package. To use this functionality, the Gurobi Optimizer must be installed, and a valid license obtained and activated from https://www.gurobi.com. The gurobi R package must then be installed and configured following the instructions at https://support.gurobi.com/hc/en-us/articles/14462206790033-How-do-I-install-Gurobi-for-R. The package also includes functions for fitting nonparametric additive models with backward elimination, group-wise additive index models, and projection pursuit regression models as benchmark comparison methods. In addition, it provides tools for generating prediction intervals to quantify uncertainty in point forecasts produced by the SMI model and benchmark models, using the classical block bootstrap and a new method called conformal bootstrap, which integrates block bootstrap with split conformal prediction.

Changes in 0.1.3
  • Minor fixes following CRAN feedback (conditional execution of examples and Description updates).

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 5.6 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK12 OK2026-04-25
Show 2 earlier changesHide 2 earlier changes
  • ERROR8 OK, 1 NOTE, 1 ERROR2026-04-11
  • NOTE5 OK, 1 NOTE2026-04-09
Advisories

none known

Documentation

In release 0.1.3
READMEYes · 546 wordsVignettesYes · 1 · staticNEWSYes · 100% structured · mentions 0.1.3Citation fileNoWebsiteYes · pkgdown
Help pages
67 (1 internal)includes a package overview page
Examples that run
85%28 run in a plain check (7 of them under a condition) · 5 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
93%
Documented parameters
100%
Return-value docs
93%
Help pages citing references
4%

Downloads

2.3K
CRAN downloads in the past year
Rank #13,143 · ~6/day · ~189/mo
Daily download trend is not available in this view yet.
32530 days
87090 days
2.3K1 year
Compare downloads with other packages →
Also on42 r2u

Repository

0Stars
1Forks
2Open issues
0Open PRs
0Releases
308Commits
3Commit identities
License file reads as GPL-3.0 · 308 commits · Last activity 2026-04-02
Responsiveness
How these are sampled
PRs merged (all time)
100%
Median days to close, 50 most recently updated closed issues
166
Median days to close, 50 most recently updated closed PRs
0

Forks over time

2026-03-23 · 12026-07-07 · 1
PracticesBeta

9 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/nuwani-palihawadana/smimodel on 2026-10-21.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (4)
README.Rmdpkgdown

GitHub Pages site last deployed 2026-04-02 · The repository has a site deploy workflow

pkgdown site last built 2026-04-02, before release 0.1.3 (2026-04-08)

CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
20 external dependencies (excludes base and recommended)

Installing smimodel adds 95 packages (53 with compiled code, 86 MB of source tarballs). Heaviest: BH 14 MB, stringi 11 MB, ggplot2 6.0 MB.

Depends (1)
R >= 4.1.0
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (2)
Author, Maintainer since 0.1.3 (2026), Copyright holder
Contributor
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.3Latest
    2026-04-08 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-04-08
Total releases
1 / 1 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 4.1.0
Download size
245 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("smimodel")
Palihawadana, N., & Wang, X. (2026). smimodel: Sparse Multiple Index Models for Nonparametric Forecasting (Version 0.1.3) [Computer software]. https://doi.org/10.32614/CRAN.package.smimodel

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 smimodel version 0.1.3 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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