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Derives prediction rule ensembles (PREs). Largely follows the procedure for deriving PREs as described in Friedman & Popescu (2008; <DOI:10.1214/07AOAS148>), 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.
Package details 


Author  Marjolein Fokkema [aut, cre], Benjamin Christoffersen [aut] 
Maintainer  Marjolein Fokkema <m.fokkema@fsw.leidenuniv.nl> 
License  GPL2  GPL3 
Version  1.0.5 
URL  https://github.com/marjoleinF/pre 
Package repository  View on CRAN 
Installation 
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