Other packages > Find by keyword >

wired  

Weighted Adaptive Prediction with Structured Dependence
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("wired", "1.0.1")



Attach the package and use:
library("wired")
Maintained by
Giancarlo Vercellino
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-06
Latest Update: 2026-02-06
Description:
Builds a joint probabilistic forecast across series and horizons using adaptive copulas (Gaussian/t) with shrinkage-repaired correlations. At the low level it calls a probabilistic mixer per series and horizon, which backtests several simple predictors, predicts next-window Continuous Ranked Probability Score (CRPS), and converts those scores into softmax weights to form a calibrated mixture (r/q/p/dfun). The mixer blends eight simple predictors: a naive predictor that wraps the last move in a PERT distribution; an arima predictor using auto.arima for one-step forecasts; an Exponentially Weighted Moving Average (EWMA) gaussian predictor with mean/variance under a Gaussian; a historical bootstrap predictor that resamples past horizon-aligned moves; a drift residual bootstrap predictor combining linear trend with bootstrapped residuals; a volatility-scaled naive predictor centering on the last move and scaling by recent volatility; a robust median mad predictor using median/MAD with Laplace or Normal shape; and a shrunk quantile predictor that fits a few quantile regressions over time and interpolates to a full predictive. The function then couples the per-series mixtures on a common transform (additive/multiplicative/log-multiplicative), simulates coherent draws, and returns both transformed- and level-scale samplers and summaries.
How to cite:
Giancarlo Vercellino (2026). wired: Weighted Adaptive Prediction with Structured Dependence. R package version 1.0.1, https://cran.r-project.org/web/packages/wired. Accessed 03 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:00), 1.0.0 (2026-02-06 15:20)
Other packages that cited wired R package
View wired citation profile
Other R packages that wired depends, imports, suggests or enhances
Complete documentation for wired
Functions, R codes and Examples using the wired R package
Full wired package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

WA  
While-Alive Loss Rate for Recurrent Event in the Presence of Death
Contains inferential and graphical routines for multi-group analysis of while-alive loss (or event) ...
Download / Learn more Package Citations See dependency  
Maintainer: Lu Mao (view profile)
cccrm  
Concordance Correlation Coefficient for Repeated (and Non-Repeated) Measures
Estimates the Concordance Correlation Coefficient to assess agreement. The scenarios considered are ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
sudokuAlt  
Tools for Making and Spoiling Sudoku Games
Tools for making, retrieving, displaying and solving sudoku games. This package is an alternative to ...
Download / Learn more Package Citations See dependency  
mxmmod  
Measurement Model of Derivatives in 'OpenMx'
Provides a convenient interface in 'OpenMx' for building Estabrook's (2015) ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,834

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA