xpect

1.2

Probabilistic Time Series Forecasting with XGBoost and Conformal Inference

0packages depend

3.5Kdownloads / year

74.8%test coverage

13/13checks pass

Overview

About

Maintained by Giancarlo VercellinoFirst published 2025-03-243 releasesCRAN page ↗

Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

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

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

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-xpect

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

# 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-xpect

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

Health

CRAN checks

13OK

Slowest check: 4.5 min · r-devel-linux-x86_64-fedora-clang

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

3.5K

CRAN downloads in the past year

Rank #7,620 · ~10/day · ~295/mo

xpect Releases R versions

Daily download trend is not available in this view yet.

28430 days

1.4K90 days

3.5K1 year

Compare downloads with other packages →

Also on117 r2u11 autocran

Dependencies

Declared dependencies

16 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (15)

normalp glogis gld purrr ald evd GeneralizedHyperbolic cubature furrr future xgboost rBayesianOptimization lubridate ggplot2 scales

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Giancarlo Vercellino

Author, Maintainer, Copyright holder

Authors (1)

Giancarlo Vercellino

Author, Maintainer, Copyright holder

Giancarlo Vercellino

Author, Maintainer, Copyright holder

Package Timeline

3 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.2Latest
2026-03-30 · current release · diff ↗
1.1
2026-02-14 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.0
2025-03-24
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2025-03-24
Total releases: 3 / 1 yrs
License: GPL-3 OSI
Download size: 12 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Report a problem with this page →