profoc

1.3.4

Probabilistic Forecast Combination Using CRPS Learning

0packages depend

4.8Kdownloads / year

68.5%test coverage

13/13checks pass

Overview

About

Maintained by Jonathan BerrischFirst published 2021-07-2820 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("profoc", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("BerriJ/profoc")

Development version from BerriJ/profoc. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-profoc

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-profoc

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-profoc

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 10.3 min · r-release-linux-x86_64

Code health

Yes

Tests · ratio 1.15

68.5%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-05-14
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-05-11
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-08
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-05-06
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-02
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 5 earlier snapshots

NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-04-10
9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-09
8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 158 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo

Examples that run: 33%
Documented parameters: 93%
Return-value docs: 50%
References docs: 4%

Downloads

4.8K

CRAN downloads in the past year

Rank #9,363 · ~13/day · ~403/mo

Releases R versions

Daily download trend is not available in this view yet.

41630 days

1.2K90 days

4.8K1 year

Compare downloads with other packages →

Also on418 r2u39 autocran56 c2d4u

Repository

GitHub ↗ berrij/profoc

14Stars

2Forks

3Open issues

0Open PRs

22Releases

578Commits

2Contributors

License GPL-3.0 · 578 commits · Last activity 2026-01-23

Stars over time

2024-12-10 · 142026-07-07 · 14

Repository practices

Upstream repositoryBeta

6 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/berrij/profoc on 2026-07-19.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (1)

Dev Container

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Lint, format, editor (1)

VS Code

Show all practices

Git structural (1)

Submodules

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

17 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.3.0

Imports (8)

RcppMatrixabindmethodslifecycle generics tibble ggplot2

LinkingTo (5)

Rcpp RcppArmadillo RcppProgress splines2 rcpptimer

Suggests (6)

testthat gamlss.dist knitr rmarkdown dplyr rcpptimer

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 4,377 (52%)C++ 2,460 (29%)Rd 1,107 (13%)Vignettes 508 (6%)

Code characteristics

Object systems

S313

Cyclomatic complexity: 1.0 median / 21 max
Test cases: 166 / 1.15 per code line

Test coverage

Line coverage

69%

Expression

69.4%

Tests / Examples

68.5% / 4% ex

Functions

86 10 exported

Complexity

3 avg / 21 max

Call network

86 nodes / 73 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

86 functions

Function	Cyclo	Coverage
autoplot.batch	1	0%
autoplot.online	3	0%
autoplot_common	1	0%
darken	1	0%
get_seed	1	0%
plot.batch	1	0%

People & History

People (2)

Maintainer (1)

Jonathan Berrisch

Author, Maintainer

Authors (2)

Jonathan Berrisch

Author, Maintainer

Florian Ziel

Author

Package Timeline

20 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.3.4Latest
2026-01-23 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
1.3.3
2024-09-22 · diff ↗
R
R 4.4.0 released · 2024-04-24
1.3.2
2024-03-25 · diff ↗
1.3.1
2024-01-13 · diff ↗
1.3.0
2024-01-09 · diff ↗
1.2.1
2023-08-25 · diff ↗
1.2.0
2023-06-13 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.1.1
2023-03-02 · diff ↗
1.1.0
2023-01-13 · diff ↗
1.0.0
2022-12-23 · diff ↗
0.9.5
2022-12-16 · diff ↗
0.9.4
2022-11-30 · diff ↗

Show 10 earlier events

R
R 4.2.0 released · 2022-04-22
0.9.3
2022-04-21 · diff ↗
0.9.2
2022-03-17 · diff ↗
0.9.1
2022-02-25 · diff ↗
0.9.0
2022-02-07 · diff ↗
0.8.5
2021-10-22 · diff ↗
0.8.4
2021-09-15 · diff ↗
0.8.3
2021-08-15 · diff ↗
0.8.0
2021-07-28
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-07-28
Total releases: 20 / 5 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 4.3.0
Download size: 1.1 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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