res <- ahead::mlf(USAccDeaths, h=10L, lags=15L, type_pi="surrogate", B=250L)
## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo
plot(res)

res <- ahead::mlf(USAccDeaths, fit_func = glmnet::cv.glmnet, h=15L, lags=15L, 
type_pi="kde", B=250L) 
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
plot(res)

(res <- ahead::mlf(USAccDeaths, fit_func = e1071::svm, h=15L, lags=15L, 
type_pi="kde", B=250L)) 
##          Point Forecast    Lo 95     Hi 95
## Jan 1979       8199.674 6473.090  9969.367
## Feb 1979       7729.387 6114.349  9632.456
## Mar 1979       7792.193 6132.693  9821.170
## Apr 1979       8192.800 6448.504 10084.277
## May 1979       8829.029 7247.419 10818.663
## Jun 1979       9401.282 7554.712 11260.581
## Jul 1979       9962.968 8359.314 11814.882
## Aug 1979       9748.157 8005.109 11577.599
## Sep 1979       9388.119 7739.654 11305.827
## Oct 1979       9136.904 7200.491 10908.398
## Nov 1979       8821.085 7242.572 10445.693
## Dec 1979       9068.206 6963.608 11055.792
## Jan 1980       8340.255 6799.574 10256.971
## Feb 1980       8023.531 6147.344  9887.678
## Mar 1980       7968.533 6055.050  9964.622
plot(res)