Performs an analysis of time-to-event clinical trial data using various "win time" methods, 
  including 'ewt', 'ewtr', 'rmt', 'ewtp', 'rewtp', 'ewtpr', 'rewtpr', 'max', 'wtr', 'rwtr', 'pwt', and 'rpwt'. These methods are used to calculate and compare 
  treatment effects on ordered composite endpoints. The package handles event times, event indicators, and treatment 
  arm indicators and supports calculations on observed and resampled data. Detailed explanations of each method and 
  usage examples are provided in "Use of win time for ordered composite endpoints in clinical trials," by Troendle et al. 
  (2024)<https://pubmed.ncbi.nlm.nih.gov/38417455/>. For more information, see the package documentation or the vignette titled "Introduction to wintime."

Implementation of the weighted iterative proportional fitting (WIPF) procedure for updating/adjusting a N-dimensional array given a weight structure and some target marginals.
   Acknowledgements:
   The author wish to thank Conselleria de Educación, Cultura, Universidades y Empleo (grant CIAICO/2023/031), Ministerio de Ciencia, Innovación y Universidades (grant PID2021-128228NB-I00) and Fundación Mapfre (grant 'Modelización espacial e intra-anual de la mortalidad en España. Una herramienta automática para el cálculo de productos de vida') for supporting this research.

Builds a joint probabilistic forecast across series and horizons using adaptive copulas (Gaussian/t) with shrinkage-repaired correlations. At the low level it calls a probabilistic mixer per series and horizon, which backtests several simple predictors, predicts next-window Continuous Ranked Probability Score (CRPS), and converts those scores into softmax weights to form a calibrated mixture (r/q/p/dfun). The mixer blends eight simple predictors: a naive predictor that wraps the last move in a PERT distribution; an arima predictor using auto.arima for one-step forecasts; an Exponentially Weighted Moving Average (EWMA) gaussian predictor with mean/variance under a Gaussian; a historical bootstrap predictor that resamples past horizon-aligned moves; a drift residual bootstrap predictor combining linear trend with bootstrapped residuals; a volatility-scaled naive predictor centering on the last move and scaling by recent volatility; a robust median mad predictor using median/MAD with Laplace or Normal shape; and a shrunk quantile predictor that fits a few quantile regressions over time and interpolates to a full predictive. The function then couples the per-series mixtures on a common transform (additive/multiplicative/log-multiplicative), simulates coherent draws, and returns both transformed- and level-scale samplers and summaries.