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.

Version:	0.1.0
Depends:	R (≥ 4.1.0)
Imports:	changepoint, graphics, grDevices, parallel, stats, utils
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-08-08
DOI:	10.32614/CRAN.package.CRAFT (may not be active yet)
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_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): CRAFT_0.1.0.tgz, r-oldrel (arm64): CRAFT_0.1.0.tgz, r-release (x86_64): CRAFT_0.1.0.tgz, r-oldrel (x86_64): CRAFT_0.1.0.tgz

Linking:

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