This package is considered a duplicate. The official version of this package is found at:https://xqnwang.r-universe.dev/conformalForecast

Package: conformalForecast 0.1.1

Xiaoqian Wang

conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting

Methods and tools for performing multistep-ahead time series forecasting using conformal prediction methods including classical conformal prediction, adaptive conformal prediction, conformal PID (Proportional-Integral-Derivative) control, and autocorrelated multistep-ahead conformal prediction. The methods were described by Wang and Hyndman (2024) <doi:10.48550/arXiv.2410.13115>.

Authors:Xiaoqian Wang [aut, cre, cph], Rob Hyndman [aut]

conformalForecast_0.1.1.tar.gz
conformalForecast_0.1.1.zip(r-4.7)conformalForecast_0.1.1.zip(r-4.6)conformalForecast_0.1.1.zip(r-4.5)
conformalForecast_0.1.1.tgz(r-4.6-any)conformalForecast_0.1.1.tgz(r-4.5-any)
conformalForecast_0.1.1.tar.gz(r-4.7-any)conformalForecast_0.1.1.tar.gz(r-4.6-any)
conformalForecast_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
conformalForecast/json (API)
NEWS

# Install 'conformalForecast' in R:

install.packages('conformalForecast', repos = c('https://robjhyndman.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/xqnwang/conformalforecast/issues

Pkgdown/docs site:https://xqnwang.github.io

On CRAN:

7.22 score 43 stars 1 packages 52 scripts 566 downloads 21 exports 39 dependencies

Last updated from:6cc4e48afd. Checks:9 OK. Indexed: no.

Target	Result	Time
linux-devel-x86_64	OK	178
source / vignettes	OK	234
linux-release-x86_64	OK	170
macos-release-arm64	OK	90
macos-oldrel-arm64	OK	96
windows-devel	OK	141
windows-release	OK	164
windows-oldrel	OK	133
wasm-release	OK	128

Exports:acmcp acp conformal coverage cvforecast interval_measures lagmatrix MAE MAPE MASE ME MPE MSE MSIS pid point_measures RMSE RMSSE scp width winkler_score

Dependencies:cli colorspace cpp11 distributional farver forecast fracdiff generics ggdist ggplot2 glue gtable isoband labeling lattice lifecycle lmtest magrittr nlme nnet numDeriv pillar pkgconfig quadprog R6 RColorBrewer Rcpp RcppArmadillo rlang S7 scales tibble timeDate urca utf8 vctrs viridisLite withr zoo

Introduction to conformalForecast

Rendered fromconformalForecast.Rmdusingknitr::rmarkdownon May 17 2026.

Last update: 2025-09-23
Started: 2024-04-02

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting	conformalForecast-package conformalForecast
Accuracy measures for a cross-validation model and a conformal prediction model	accuracy.cpforecast accuracy.cvforecast
Autocorrelated multistep-ahead conformal prediction method	acmcp print.acmcp print.summary.acmcp summary.acmcp
Adaptive conformal prediction method	acp print.acp print.summary.acp summary.acp
Conformal prediction	conformal conformal.cvforecast
Calculate interval forecast coverage	coverage print.coverage
Time series cross-validation forecasting	cvforecast print.cvforecast print.summary.cvforecast summary.cvforecast
Create lags or leads of a matrix	lagmatrix
Point estimate accuracy measures	MAE MAPE MASE ME MPE MSE point_measures RMSE RMSSE
Interval estimate accuracy measures	interval_measures MSIS winkler_score
Conformal PID control method	pid print.pid print.summary.pid summary.pid
Classical split conformal prediction method	print.scp print.summary.scp scp summary.scp
Update and repeform cross-validation forecasting and conformal prediction	update.cpforecast
Calculate interval forecast width	print.width width