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.

Package details

AuthorMarjolein Fokkema [aut, cre], Benjamin Christoffersen [aut]
MaintainerMarjolein Fokkema <>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
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pre documentation built on Feb. 16, 2023, 5:20 p.m.