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CRAFT  

Conditional Regime Analog Forecasting with Trajectories
View on CRAN: Click here


Download and install CRAFT package within the R console
Install from CRAN:
install.packages("CRAFT")

Install from Github:
library("remotes")
install_github("cran/CRAFT")

Install by package version:
library("remotes")
install_version("CRAFT", "0.1.0")



Attach the package and use:
library("CRAFT")
Maintained by
Giancarlo Vercellino
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-08-08
Latest Update: 2026-08-08
Description:
Tools for Conditional Regime Analog Forecasting with Trajectories. The package builds lag and lead trajectory embeddings, detects regimes with singular value decomposition and changepoint analysis, estimates transition probabilities between regimes, samples future-trajectory analogues, and fits smooth empirical forecast distributions.
How to cite:
Giancarlo Vercellino (2026). CRAFT: Conditional Regime Analog Forecasting with Trajectories. R package version 0.1.0, https://cran.r-project.org/web/packages/CRAFT. Accessed 04 Oct. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for CRAFT
Functions, R codes and Examples using the CRAFT R package
Full CRAFT package functions and examples
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