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xpect  

Probabilistic Time Series Forecasting with XGBoost and Conformal Inference
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("xpect", "1.2")



Attach the package and use:
library("xpect")
Maintained by
Giancarlo Vercellino
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-03-24
Latest Update: 2025-03-24
Description:
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.
How to cite:
Giancarlo Vercellino (2025). xpect: Probabilistic Time Series Forecasting with XGBoost and Conformal Inference. R package version 1.2, https://cran.r-project.org/web/packages/xpect. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:56), 1.0 (2025-03-24 12:30), 1.1 (2026-02-14 21:10)
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