Installation
About
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.
Citation | pre citation info |
github.com/marjoleinF/pre | |
Bug report | File report |
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Depends
R | ≥ 3.5.0 |