audrex: Automatic Dynamic Regression using Extreme Gradient Boosting

Dynamic regression for time series using Extreme Gradient Boosting with hyper-parameter tuning via Bayesian Optimization or Random Search.

Version: 3.0.0
Depends: R (≥ 4.1)
Imports: xgboost (≥ 3.1.2.1), imputeTS (≥ 3.4), graphics (≥ 4.5.1), grDevices (≥ 4.5.1)
Suggests: testthat (≥ 3.0.0)
Published: 2026-01-07
DOI: 10.32614/CRAN.package.audrex
Author: Giancarlo Vercellino [aut, cre, cph]
Maintainer: Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License: GPL-3
URL: https://rpubs.com/giancarlo_vercellino/audrex
NeedsCompilation: no
Materials: NEWS
CRAN checks: audrex results

Documentation:

Reference manual: audrex.html , audrex.pdf

Downloads:

Package source: audrex_3.0.0.tar.gz
Windows binaries: r-devel: audrex_2.0.1.zip, r-release: audrex_3.0.0.zip, r-oldrel: audrex_2.0.1.zip
macOS binaries: r-release (arm64): audrex_3.0.0.tgz, r-oldrel (arm64): audrex_2.0.1.tgz, r-release (x86_64): audrex_3.0.0.tgz, r-oldrel (x86_64): audrex_2.0.1.tgz
Old sources: audrex archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=audrex to link to this page.