Package: smimodel
Title: Sparse Multiple Index Models for Nonparametric Forecasting
Version: 0.1.3
Authors@R: c(
    person(given = "Nuwani",
           family = "Palihawadana",
           role = c("aut", "cre", "cph"),
           email = "nuwanipalihawadana@gmail.com",
           comment = c(ORCID = "0009-0008-6395-7797")),
    person(given = "Xiaoqian", 
           family = "Wang", 
           role = "ctb", 
           email = "Xiaoqian.Wang@amss.ac.cn",
           comment = c(ORCID = "0000-0003-4827-496X"))
  )
Description: Implements a general algorithm for estimating Sparse Multiple Index
    (SMI) models for nonparametric forecasting and prediction. Estimation of SMI
    models requires the Gurobi mixed integer programming (MIP) solver via the 
    gurobi R package. To use this functionality, the Gurobi Optimizer must be 
    installed, and a valid license obtained and activated from 
    <https://www.gurobi.com>. The gurobi R package must then be installed and 
    configured following the instructions at 
    <https://support.gurobi.com/hc/en-us/articles/14462206790033-How-do-I-install-Gurobi-for-R>. 
    The package also includes functions for fitting nonparametric additive 
    models with backward elimination, group-wise additive index models, and 
    projection pursuit regression models as benchmark comparison methods. In 
    addition, it provides tools for generating prediction intervals to quantify 
    uncertainty in point forecasts produced by the SMI model and benchmark 
    models, using the classical block bootstrap and a new method called 
    conformal bootstrap, which integrates block bootstrap with split conformal 
    prediction.
License: GPL (>= 3)
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: cgaim, conformalForecast, dplyr, furrr, future, generics,
        ggplot2, gratia, gtools, Matrix, methods, mgcv, purrr, ROI,
        tibble, tidyselect, tidyr, tsibble, utils
Suggests: gurobi, knitr, lubridate, rmarkdown, testthat (>= 3.0.0)
RoxygenNote: 7.3.2
URL: https://github.com/nuwani-palihawadana/smimodel,
        https://nuwani-palihawadana.github.io/smimodel/
BugReports: https://github.com/nuwani-palihawadana/smimodel/issues
Config/testthat/edition: 3
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-04-02 05:48:54 UTC; nkod0004
Author: Nuwani Palihawadana [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0008-6395-7797>),
  Xiaoqian Wang [ctb] (ORCID: <https://orcid.org/0000-0003-4827-496X>)
Maintainer: Nuwani Palihawadana <nuwanipalihawadana@gmail.com>
Repository: CRAN
Date/Publication: 2026-04-08 14:10:13 UTC
Built: R 4.6.0; ; 2026-04-26 02:40:42 UTC; unix
