rauschenberger/joinet: Penalised Multivariate Regression ('Multi-Target Learning')

Implements penalised multivariate regression (i.e., for multiple outcomes and many features) by stacked generalisation (<doi:10.1093/bioinformatics/btab576>). For positively correlated outcomes, a single multivariate regression is typically more predictive than multiple univariate regressions. Includes functions for model fitting, extracting coefficients, outcome prediction, and performance measurement. For optional comparisons, install 'remMap' from GitHub (<https://github.com/cran/remMap>).

install.packages("remotes")
remotes::install_github("rauschenberger/joinet")