ErrorTracer: Bayesian Error Propagation and Forecast Uncertainty Decomposition

Provides a full pipeline from regularized or standard regression models (elastic net, linear models, generalized linear models, random forests) to informed Bayesian priors, or accepts an existing 'brms' fit directly, for structured forecast uncertainty decomposition (parameter / environmental / residual, plus group-level variance for new random-effect levels and a temporal component under autocorrelation, alongside global Sobol indices), forecast shelf life analysis (quantifying when a forecast becomes uninformative, with Kaplan-Meier pooling across forecast origins), null-model skill scoring, and calibration diagnostics. Designed for ecological and genomic forecasting with climate or environmental covariates. Methods build on Bürkner (2017) <doi:10.18637/jss.v080.i01> for Bayesian regression via 'Stan', Friedman, Hastie, and Tibshirani (2010) <doi:10.18637/jss.v033.i01> for elastic net regularization, Wright and Ziegler (2017) <doi:10.18637/jss.v077.i01> for random forests, and Vehtari, Gelman, and Gabry (2017) <doi:10.1007/s11222-016-9696-4> for leave-one-out cross-validation.

Version: 1.4.2
Depends: R (≥ 4.1.0)
Imports: brms (≥ 2.20.0), ggplot2 (≥ 3.4.0), rlang (≥ 1.1.0), stats, utils
Suggests: survival, loo (≥ 2.6.0), bayesplot (≥ 1.10.0), scales (≥ 1.3.0), tidyr (≥ 1.3.0), glmnet (≥ 4.1.0), ranger (≥ 0.15.0), dplyr (≥ 1.1.0), testthat (≥ 3.0.0), knitr, rmarkdown, covr
Published: 2026-11-05
DOI: 10.32614/CRAN.package.ErrorTracer
Author: Luis Javier Madrigal-Roca [aut, cre], John Kelly [aut]
Maintainer: Luis Javier Madrigal-Roca <madrigalrocalj at yahoo.com>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: ErrorTracer results

Documentation:

Reference manual: ErrorTracer.html , ErrorTracer.pdf
Vignettes: Getting Started with ErrorTracer (source, R code)
A one-predictor worked example (source, R code)

Downloads:

Package source: ErrorTracer_1.4.2.tar.gz
Windows binaries: r-devel: ErrorTracer_1.4.1.zip, r-release: ErrorTracer_1.4.1.zip, r-oldrel: ErrorTracer_1.4.1.zip
macOS binaries: r-release (arm64): ErrorTracer_1.4.2.tgz, r-oldrel (arm64): ErrorTracer_1.4.2.tgz, r-release (x86_64): ErrorTracer_1.4.2.tgz, r-oldrel (x86_64): ErrorTracer_1.4.2.tgz
Old sources: ErrorTracer archive

Linking:

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