Package: metalearnedridge2f 0.1.0

T. Moudiki

metalearnedridge2f: Forecasting With Meta-learned ridge2f

Forecasting with meta-learned ridge2f.

Authors:T. Moudiki [aut, cre]

metalearnedridge2f_0.1.0.tar.gz
metalearnedridge2f_0.1.0.zip(r-4.7)metalearnedridge2f_0.1.0.zip(r-4.6)metalearnedridge2f_0.1.0.zip(r-4.5)
metalearnedridge2f_0.1.0.tgz(r-4.6-x86_64)metalearnedridge2f_0.1.0.tgz(r-4.6-arm64)metalearnedridge2f_0.1.0.tgz(r-4.5-x86_64)metalearnedridge2f_0.1.0.tgz(r-4.5-arm64)
metalearnedridge2f_0.1.0.tar.gz(r-4.7-arm64)metalearnedridge2f_0.1.0.tar.gz(r-4.7-x86_64)metalearnedridge2f_0.1.0.tar.gz(r-4.6-arm64)metalearnedridge2f_0.1.0.tar.gz(r-4.6-x86_64)
metalearnedridge2f_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
metalearnedridge2f/json (API)

# Install 'metalearnedridge2f' in R:
install.packages('metalearnedridge2f', repos = c('https://techtonique.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/techtonique/metalearnedridge2f/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • returns_list - Daily log-returns for international equity tickers

On CRAN:

Conda:

cpp

2.00 score 15 exports 52 dependencies

Last updated from:dbd0c37172. Checks:11 WARNING, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING180
linux-devel-x86_64WARNING194
source / vignettesOK301
linux-release-arm64WARNING175
linux-release-x86_64WARNING207
macos-release-arm64WARNING126
macos-release-x86_64WARNING425
macos-oldrel-arm64WARNING104
macos-oldrel-x86_64WARNING264
windows-develWARNING137
windows-releaseWARNING132
windows-oldrelWARNING148
wasm-releaseOK121

Exports:conformalizeforecast.ridge2get_stock_paramsget_stock_params_crpsget_stock_params_crps_stochvolget_stock_params_crps_stochvol_on_garch_synthget_stock_params_crps_with_garch_synthridge2ridge2fsimulate.ridge2stocklogreturns2fstocklogreturns3fstocklogreturns4fstocklogreturns5fstocklogreturnsf

Dependencies:bootclicodetoolscolorspacecpp11cubaturecurlfarverforeachforecastfracdiffgenericsggplot2gluegtableisobanditeratorsjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixMatrixModelsnlmennetnpquadprogquantmodquantregR6randtoolboxRColorBrewerRcppRcppArmadillorlangrngWELLS7scalesSparseMsurvivaltimeDatetseriesTTRurcavctrsviridisLitewithrxtszoo

Readme and manuals

Help Manual

Help pageTopics
Forecasting With Meta-learned ridge2fmetalearnedridge2f-package metalearnedridge2f
Conformal-style forecasting via dependent residual bootstrapconformalize
Forecast method for ridge2 model using simulation-based uncertaintyforecast.ridge2
Retrieve Meta-Learned (on RMSE) Hyperparameters for Stock Return Forecastingget_stock_params
Retrieve Meta-Learned (on CRPS) Hyperparameters for Stock Return Forecastingget_stock_params_crps
Retrieve Meta-Learned (on CRPS) Hyperparameters for Stock Return Forecasting "Stoch vol"get_stock_params_crps_stochvol
Retrieve Meta-Learned (on CRPS) Hyperparameters for Stock Return Forecasting "Stoch vol", pretrained on GARCH(1, 1) synthetic dataget_stock_params_crps_stochvol_on_garch_synth
Retrieve Meta-Learned (on CRPS) Hyperparameters for Stock Return Forecasting pretrained on GARCH(1, 1) synthetic dataget_stock_params_crps_with_garch_synth
Simple function using Rcpprcpp_hello_world
Daily log-returns for international equity tickersreturns_list
Ridge2 model for use with 'forecast::forecast'ridge2
Ridge2 model retrieved from https://github.com/Techtonique/ahead/blob/main/R/ridge2.R on 2026-05-17, removed "rvinecopula" for univariate forecastingridge2f
Simulate future paths from a ridge2f forecast objectsimulate.ridge2
Forecasting stock log-returns 2 (pretrained to minimize CRPS)stocklogreturns2f
Forecasting stock log-returns 2 (pretrained to minimize CRPS) with stoch vol (finally, vol with forecast::meanf)stocklogreturns3f
Forecasting stock log-returns 2 (pretrained to minimize CRPS) with stoch vol (finally, vol with forecast::meanf), pretrained on GARCH(1, 1) synthetic datastocklogreturns4f
Forecasting stock log-returns, pretrained to minimize CRPS on GARCH(1, 1) synthetic datastocklogreturns5f
Forecasting stock log-returnsstocklogreturnsf