Probabilistic Forecasting with Adaptive Mixtures of Rolling Statistics R package rollcast version 0.1.0 Implements a probabilistic time-series forecasting framework based on adaptive mixtures of rolling statistical anchors. Rolling means, medians, minimum and maximum values, regression endpoints, and user-specified quantiles define candidate forecast locations. A proper-score gating model assigns state-dependent mixture weights, optional state-conditional residual sampling adds local dispersion, and recursive simulation produces marginal and joint predictive distributions. Numeric hyperparameters can be supplied as scalars or candidate vectors for causal validation-based selection. Software Depends: R (>= 4.1.0) Imports: Rcpp (>= 1.0.12), stats, graphics, grDevices, utils LinkingTo: Rcpp Suggests: testthat (>= 3.0.0), knitr, rmarkdown Giancarlo Vercellino <giancarlo.vercellino@gmail.com> Comprehensive R Archive Network (CRAN) Giancarlo Vercellino [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=rollcast/LICENSE) 2026-09-02 application/tgz https://CRAN.R-project.org/package=rollcast doi:10.32614/CRAN.package.rollcast