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chopper  

Changepoint-Aware Ensemble for Probabilistic Modeling
View on CRAN: Click here


Download and install chopper package within the R console
Install from CRAN:
install.packages("chopper")

Install from Github:
library("remotes")
install_github("cran/chopper")

Install by package version:
library("remotes")
install_version("chopper", "1.0")



Attach the package and use:
library("chopper")
Maintained by
Giancarlo Vercellino
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-05-27
Latest Update: 2025-05-27
Description:
Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.
How to cite:
Giancarlo Vercellino (2025). chopper: Changepoint-Aware Ensemble for Probabilistic Modeling. R package version 1.0, https://cran.r-project.org/web/packages/chopper. Accessed 12 Jun. 2025.
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