caretForecast 0.1.3

Bug Fixes

• Fixed get_var_imp() to accept both ARml and forecastARml objects as documented
• Fixed dimension drop in lag_maker() when max_lag = 1
• Fixed dimension drop in forecast_loop() when forecasting single step
• Fixed xreg being lost during calibration - now properly preserved before truncation
• Fixed redundant BoxCox transformation when lambda = "auto"
• Fixed invalid trend_method parameter in get_var_imp() example
• Fixed syntax error in test file

Tests

• Added comprehensive test suite with 246 tests covering:
  • ARml(): parameter validation, edge cases (max_lag = 1, cv = FALSE), constant data, non-seasonal data, different frequencies (quarterly, weekly), xreg handling, BoxCox transformations
  • forecast.ARml(): error handling, multiple confidence levels, calibrated forecasts, output structure
  • split_ts(): input validation, time series attribute preservation
  • Conformal prediction: conformalRegressor(), conformalRegressorByHorizon(), and their predict methods with bounds and error handling
  • Calibration: horizon-specific calibration, trumpet-shaped intervals, xreg with calibration
  • Internal utilities: lag_maker(), %notin%, pred_func(), forecast_loop()

caretForecast 0.1.2

• Implemented horizon-specific conformal prediction intervals with proper out-of-sample calibration
• Added new parameters to ARml(): calibrate, calibration_horizon, n_cal_windows
• New functions: conformalRegressorByHorizon(), calibrate_horizon_scores()
• Prediction intervals now properly widen with forecast horizon (trumpet shape)
• Added comprehensive test suite for short time series handling

caretForecast 0.1.1

caretForecast 0.0.3

caretForecast 0.0.2

• Added a NEWS.md file to track changes to the package.