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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 months agofrom:f19bf4a6b2. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 13 2024 |
| R-4.5-linux | OK | Sep 13 2024 |
Exports:hedgedrf
Dependencies:bitbit64clarabelCVXRECOSolveRgmplatticeMatrixosqpR6rangerRcppRcppEigenRmpfrscs
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Quadratic-inverse shrinkage | get_cov_qis |
| hedgedrf | hedgedrf |
| hedgedrf prediction | predict.hedgedrf |