Package: hedgedrf 0.0.1

Elliot Beck

hedgedrf: An Implementation of the Hedged Random Forest Algorithm

This algorithm is described in detail in the paper "Hedging Forecast Combinations With an Application to the Random Forest" by Beck et al. (2023) <doi:10.48550/arXiv.2308.15384>. The package provides a function hedgedrf() that can be used to train a Hedged Random Forest model on a dataset, and a function predict.hedgedrf() that can be used to make predictions with the model.

Authors:Elliot Beck [aut, cre]

hedgedrf_0.0.1.tar.gz
hedgedrf_0.0.1.tar.gz(r-4.5-noble)hedgedrf_0.0.1.tar.gz(r-4.4-noble)
hedgedrf_0.0.1.tgz(r-4.4-emscripten)hedgedrf_0.0.1.tgz(r-4.3-emscripten)
hedgedrf.pdf |hedgedrf.html
hedgedrf/json (API)

# Install 'hedgedrf' in R:
install.packages('hedgedrf', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 132 downloads 1 exports 15 dependencies

Last updated 5 months agofrom:f19bf4a6b2. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 12 2024
R-4.5-linuxOKDec 12 2024

Exports:hedgedrf

Dependencies:bitbit64cliCVXRECOSolveRgmplatticeMatrixosqpR6rangerRcppRcppEigenRmpfrscs