regime_sampler: Sample Candidate Rows from Regime Probabilities

In CRAFT: Conditional Regime Analog Forecasting with Trajectories

Sample Candidate Rows from Regime Probabilities

Description

Combines per-target regime probability vectors into row-level sampling probabilities and samples candidate future-trajectory rows accordingly.

Usage

regime_sampler(
  trafo_df,
  cluster_df,
  prob_vectors,
  weights = NULL,
  size = 1000L,
  return_type = c("stack", "index"),
  seed = NULL,
  eps = 1e-12,
  ...
)

Arguments

trafo_df	Data frame of candidate transformed observations to sample.
cluster_df	Data frame of regime labels for each candidate row. Must have the same number of rows as trafo_df.
prob_vectors	Named list of probability vectors or one-row matrices/data frames, one per target regime column. Names should correspond to columns of cluster_df.
weights	Optional numeric weights for target regime columns.
size	Number of rows or indices to sample with replacement.
return_type	Return sampled rows as "stack" or sampled row indices as "index".
seed	Optional random seed.
eps	Small positive probability floor.
...	Additional arguments. The legacy argument name return is accepted as an alias for return_type.

Value

If return_type = "stack", a data frame sampled from trafo_df. If return_type = "index", an integer vector of sampled row indices.

Examples

trafo <- data.frame(x = 1:4)
clusters <- data.frame(r = c("low", "low", "high", "high"))
probs <- list(r = c(low = 0.2, high = 0.8))
regime_sampler(trafo, clusters, probs, size = 5, seed = 1)

CRAFT documentation built on Nov. 2, 2026, 9:06 a.m.