marjoleinF/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 described in Fokkema (2020; <DOI:10.18637/jss.v092.i12>) and Fokkema & Strobl (2020; <DOI:10.1037/met0000256>). The main function pre() derives prediction rule ensembles consisting of rules and/or linear terms for continuous, binary, count, multinomial, survival and multivariate continuous responses. Function gpe() derives generalized prediction ensembles, consisting of rules, hinge and linear functions of the predictor variables.

install.packages("remotes")
remotes::install_github("marjoleinF/pre")