Conditional Regime Analog Forecasting with Trajectories

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Documentation for package ‘CRAFT’ version 0.1.0

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

Help Pages

CRAFT-package	Conditional Regime Analog Forecasting with Trajectories
CRAFT	Conditional Regime Analog Forecasting with Trajectories
craft_fit	Fit a Trajectory-Aware Regime Forecast
craft_predict	Predict from a Fitted CRAFT Model
denoiser	Select Informative Numeric Features
regime_sampler	Sample Candidate Rows from Regime Probabilities
smooth_quantile_distribution	Fit a Smooth Empirical Distribution from Quantiles
svd_changepoint_regimes	Detect Regimes from SVD Scores and Changepoints
time_volume_weights	Compute Time Weights from Trading Volumes
trajectory_embedding	Build Past and Future Trajectory Matrices
trajectory_forecast	Fit Smooth Forecast Distributions for Trajectory Draws
trajectory_reframer	Build Lag or Lead Trajectory Features for One Series