chopper: Changepoint-Aware Ensemble for Probabilistic Modeling

Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.

Version:	1.0
Depends:	R (≥ 2.10)
Imports:	normalp (≥ 0.7.2), purrr (≥ 1.0.1), ald (≥ 1.3.1), evd (≥ 2.3-6.1), GeneralizedHyperbolic (≥ 0.8-6), fGarch (≥ 4022.89), forecast (≥ 8.21), imputeTS (≥ 3.3), changepoint (≥ 2.3), lubridate (≥ 1.9.2), ggplot2 (≥ 3.5.1), scales (≥ 1.3.0)
Suggests:	knitr, testthat (≥ 3.0.0)
Published:	2025-05-27
DOI:	10.32614/CRAN.package.chopper
Author:	Giancarlo Vercellino [aut, cre, cph]
Maintainer:	Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License:	GPL-3
URL:	https://rpubs.com/giancarlo_vercellino/chopper
NeedsCompilation:	no
Materials:	NEWS
CRAN checks:	chopper results

Documentation:

Reference manual:

chopper.html , chopper.pdf

Downloads:

Package source:	chopper_1.0.tar.gz
Windows binaries:	r-devel: chopper_1.0.zip, r-release: chopper_1.0.zip, r-oldrel: chopper_1.0.zip
macOS binaries:	r-release (arm64): chopper_1.0.tgz, r-oldrel (arm64): chopper_1.0.tgz, r-release (x86_64): chopper_1.0.tgz, r-oldrel (x86_64): chopper_1.0.tgz

Linking:

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