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)
Roxygen: list(markdown = TRUE)
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
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://nuwani-palihawadana.r-universe.dev
Date/Publication: 2026-04-02 12:45:55 UTC
RemoteUrl: https://github.com/nuwani-palihawadana/smimodel
RemoteRef: HEAD
RemoteSha: e599f7f821d0ddb6f89ab8770428ff1d5f170652
NeedsCompilation: no
Packaged: 2026-10-19 10:56:33 UTC; root
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>