EnsemblePenReg: Extensible Classes and Methods for Penalized-Regression-Based Integration of Base Learners
Version 0.7

Extending the base classes and methods of EnsembleBase package for Penalized-Regression-based (Ridge and Lasso) integration of base learners. Default implementation uses cross-validation error to choose the optimal lambda (shrinkage parameter) for the final predictor. The package takes advantage of the file method provided in EnsembleBase package for writing estimation objects to disk in order to circumvent RAM bottleneck. Special save and load methods are provided to allow estimation objects to be saved to permanent files on disk, and to be loaded again into temporary files in a later R session. Users and developers can extend the package by extending the generic methods and classes provided in EnsembleBase package as well as this package.

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AuthorMansour T.A. Sharabiani, Alireza S. Mahani
Date of publication2016-09-14 18:50:35
MaintainerAlireza S. Mahani <alireza.s.mahani@gmail.com>
LicenseGPL (>= 2)
Version0.7
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("EnsemblePenReg")

Man pages

epenreg: Penalized-Regression-Based (PenReg) Integration of Base...
epenreg.baselearner.control: Utility Functions for Configuring Regression Base Learners...
epenreg.save: Custom Functions for Disk I/O in 'EnsemblePenReg' Package
plot.epenreg: Plot function for 'epenreg' model
predict.epenreg: Predict method for class '"epenreg"'
Regression.Integrator.PenReg.SelMin.Config-class: Class '"Regression.Integrator.PenReg.SelMin.Config"'
Regression.Integrator.PenReg.SelMin.FitObj-class: Class '"Regression.Integrator.PenReg.SelMin.FitObj"'
Regression.Sweep.CV.Fit: Function for cross-validation based sweep operation.
Regression.Sweep.CV.FitObj-class: Class '"Regression.Sweep.CV.FitObj"'
Regression.Sweep.PenReg.Config-class: Class '"Regression.Sweep.PenReg.Config"'
Regression.Sweep.PenReg.FitObj-class: Class '"Regression.Sweep.PenReg.FitObj"'

Functions

Regression.Integrator.PenReg.SelMin.Config-class Man page
Regression.Integrator.PenReg.SelMin.FitObj-class Man page
Regression.Sweep.CV.Fit Man page Source code
Regression.Sweep.CV.FitObj-class Man page
Regression.Sweep.PenReg.Config-class Man page
Regression.Sweep.PenReg.FitObj-class Man page
epenreg Man page Source code
epenreg.baselearner.control Man page Source code
epenreg.integrator.control Man page Source code
epenreg.load Man page Source code
epenreg.save Man page Source code
epenreg.set.filemethod Source code
onAttach Source code
plot.epenreg Man page Source code
predict.Regression.Integrator.PenReg.SelMin.FitObj Source code
predict.Regression.Select.MinErr.FitObj Source code
predict.Regression.Sweep.CV.FitObj Source code
predict.Regression.Sweep.PenReg.FitObj Source code
predict.epenreg Man page Source code
print.epenreg Source code
print.summary.epenreg Source code
summary.epenreg Source code

Files

NAMESPACE
R
R/aaa.R
R/integrator.R
R/epenreg.R
MD5
DESCRIPTION
ChangeLog
man
man/plot.epenreg.Rd
man/Regression.Sweep.PenReg.FitObj-class.Rd
man/Regression.Sweep.CV.Fit.Rd
man/predict.epenreg.Rd
man/epenreg.Rd
man/epenreg.baselearner.control.Rd
man/epenreg.save.Rd
man/Regression.Integrator.PenReg.SelMin.Config-class.Rd
man/Regression.Integrator.PenReg.SelMin.FitObj-class.Rd
man/Regression.Sweep.CV.FitObj-class.Rd
man/Regression.Sweep.PenReg.Config-class.Rd
EnsemblePenReg documentation built on May 19, 2017, 7:51 p.m.