joinet: Multivariate Elastic Net Regression

Implements high-dimensional multivariate regression by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>). For positively correlated outcomes, a single multivariate regression is typically more predictive than multiple univariate regressions. Includes functions for model fitting, extracting coefficients, outcome prediction, and performance measurement.

Package details

AuthorArmin Rauschenberger [aut, cre]
MaintainerArmin Rauschenberger <[email protected]>
Package repositoryView on CRAN
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joinet documentation built on Nov. 13, 2019, 5:08 p.m.