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pre: Prediction Rule Ensembles
Derives prediction rule ensembles (PREs). Largely follows the procedure for deriving PREs as described in Friedman & Popescu (2008; <DOI:10.1214/07-AOAS148>), with adjustments and improvements. The main function pre() derives prediction rule ensembles consisting of rules and/or linear terms for continuous, binary, count, multinomial, and multivariate continuous responses. Function gpe() derives generalized prediction ensembles, consisting of rules, hinge and linear functions of the predictor variables.
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Package details |
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| Author | Marjolein Fokkema [aut, cre], Benjamin Christoffersen [aut] |
| Maintainer | Marjolein Fokkema <m.fokkema@fsw.leidenuniv.nl> |
| License | GPL-2 | GPL-3 |
| Version | 1.0.7 |
| URL | https://github.com/marjoleinF/pre |
| Package repository | View on CRAN |
| Installation |
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