lopensemble/DESCRIPTION at main · epiforecasts/lopensemble · GitHub

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Package: lopensemble
Title: Create Mixture Models From Predictive Samples
Version: 0.1.2.9000
Authors@R:
    c(person(given = "Nikos",
             family = "Bosse",
             role = c("aut", "cre", "cph"),
             email = "nikosbosse@gmail.com",
             comment = c(ORCID = "0000-0002-7750-5280")),
      person(given = "Yuling",
             family = "Yao",
             role = c("aut"),
             email = "yy2619@columbia.edu"),
      person(given = "Sam",
            family = "Abbott",
            role = c("aut"),
            email = "contact@samabbott.co.uk",
            comment = c(ORCID = "0000-0001-8057-8037")),
      person(given = "Sebastian",
             family = "Funk",
             role = c("aut"),
             email = "sebastian.funk@lshtm.ac.uk",
             comment = c(ORCID = "0000-0002-2842-3406")))
Description:
    Combines predictions from individual time series or panel data models
    into an ensemble using stacking (Yao, Vehtari, Simpson, and Gelman (2018)
    <doi:10.1214/17-BA1091>) based on the Continuous Ranked Probability Score
    (CRPS) (Gneiting and Raftery (2007) <doi:10.1198/016214506000001437>)
    over k-step ahead predictions. Predictions must be predictive distributions
    represented by samples, typically posterior predictive simulation draws
    from a Markov chain Monte Carlo (MCMC) algorithm. Given training data with
    observed values and predictive samples from different models, optimal
    stacking weights are computed to minimize expected cross-validation
    predictive error. These weights can then be used to generate samples from
    the mixture model by drawing from individual model predictions in the
    correct proportions.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Biarch: true
Depends:
    R (>= 3.5.0)
Imports:
    data.table,
    cmdstanr
Remotes:
    stan-dev/cmdstanr
SystemRequirements: CmdStan (>=2.29)
RoxygenNote: 7.3.2
Suggests:
    knitr,
    rmarkdown,
    testthat (>= 3.0.0),
    scoringutils
VignetteBuilder: knitr
Config/testthat/edition: 3