Probabilistic Time Series Forecasting with XGBoost and Conformal Inference R package xpect version 1.2 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies. Software Depends: R (>= 2.10) Imports: normalp (>= 0.7.2), glogis (>= 1.0-2), gld (>= 2.6.6), purrr (>= 1.0.1), ald (>= 1.3.1), evd (>= 2.3-6.1), GeneralizedHyperbolic (>= 0.8-6), cubature (>= 2.1.0), furrr (>= 0.3.1), future (>= 1.33.0), xgboost (>= 1.7.5.1), rBayesianOptimization (>= 1.2.0), lubridate (>= 1.9.2), ggplot2 (>= 3.5.1), scales (>= 1.3.0) Suggests: testthat (>= 3.0.0) Giancarlo Vercellino <giancarlo.vercellino@gmail.com> Comprehensive R Archive Network (CRAN) Giancarlo Vercellino [aut, cre, cph] GPL-3 2026-03-29 application/tgz https://CRAN.R-project.org/package=xpect doi:10.32614/CRAN.package.xpect