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. The tuner supports staged evaluation, shared-computation caching, and deferred fitting of selected models.

install.packages("CRAFT")

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