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

AuthorMarjolein Fokkema [aut, cre], Benjamin Christoffersen [aut]
MaintainerMarjolein Fokkema <[email protected]>
LicenseGPL-2 | GPL-3
Version0.7.2
URL https://github.com/marjoleinF/pre
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pre")

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pre documentation built on Dec. 3, 2019, 1:08 a.m.