CRAFT: Conditional Regime Analog Forecasting with Trajectories

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. Random-search hyperparameter tuning ranks candidate models using internal backtests.

Version:	0.2.0
Depends:	R (≥ 4.1.0)
Imports:	changepoint, graphics, grDevices, parallel, stats, utils
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-10-26
DOI:	10.32614/CRAN.package.CRAFT
Author:	Giancarlo Vercellino [aut, cre, cph]
Maintainer:	Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License:	GPL-3
URL:	https://rpubs.com/giancarlo_vercellino/craft
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	CRAFT results

Documentation:

Reference manual:	CRAFT.html , CRAFT.pdf
Vignettes:	Intro to CRAFT (source, R code)

Downloads:

Package source:	CRAFT_0.2.0.tar.gz
Windows binaries:	r-devel: CRAFT_0.1.0.zip, r-release: CRAFT_0.1.0.zip, r-oldrel: CRAFT_0.1.0.zip
macOS binaries:	r-release (arm64): CRAFT_0.2.0.tgz, r-oldrel (arm64): CRAFT_0.2.0.tgz, r-release (x86_64): CRAFT_0.2.0.tgz, r-oldrel (x86_64): CRAFT_0.2.0.tgz
Old sources:	CRAFT archive

Linking:

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