Package: greybox
Type: Package
Title: Toolbox for Model Building and Forecasting
Version: 2.0.11
Date: 2026-10-20
Authors@R: c(person("Ivan", "Svetunkov", email = "ivan@svetunkov.com", role = c("aut", "cre"),
                  comment = c("Director of the OpenForecast consultancy company, UK",
                              ORCID = "0000-0001-7826-0281")),
             person("Yves R.", "Sagaert", role = c("ctb"),
                  comment="Visiting Research at Centre for Marketing Analytics and Forecasting, Lancaster University, UK"))
URL: https://openforecast.org/packages/
BugReports: https://github.com/openforecast-org/greybox/issues
Language: en-GB
Description: Implements functions and instruments for regression model
        building and its application to forecasting. The main scope of
        the package is in variables selection and models specification
        for cases of time series data. This includes promotional
        modelling, selection between different dynamic regressions with
        non-standard distributions of errors, selection based on cross
        validation, solutions to the fat regression model problem and
        more. Models developed in the package are tailored specifically
        for forecasting purposes. So as a results there are several
        methods that allow producing forecasts from these models and
        visualising them.
License: LGPL-2.1
Depends: R (>= 3.5.0)
Imports: stats, generics (>= 0.1.2), graphics, utils, pracma, nloptr,
        statmod, zoo, texreg, xtable, methods, Rcpp
LinkingTo: Rcpp
Suggests: smooth (>= 3.1.0), doMC, doParallel, foreach, testthat,
        rmarkdown, knitr
Enhances: vars, forecast
VignetteBuilder: knitr
Encoding: UTF-8
Roxygen: list(old_usage = TRUE)
Config/roxygen2/version: 8.1.0
Config/pak/sysreqs: cmake texlive libssl-dev
Repository: https://openforecast-org.r-universe.dev
Date/Publication: 2026-10-20 09:37:23 UTC
RemoteUrl: https://github.com/openforecast-org/greybox
RemoteRef: HEAD
RemoteSha: 7fe439352d76cabc1509d8c7101bbd245ae07729
NeedsCompilation: yes
Packaged: 2026-10-20 10:32:13 UTC; root
Author: Ivan Svetunkov [aut, cre] (Director of the OpenForecast consultancy
    company, UK, ORCID: <https://orcid.org/0000-0001-7826-0281>),
  Yves R. Sagaert [ctb] (Visiting Research at Centre for Marketing
    Analytics and Forecasting, Lancaster University, UK)
Maintainer: Ivan Svetunkov <ivan@svetunkov.com>