Package: hedgedrf 1.0.1

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. (2024) <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5032102>. 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_1.0.1.tar.gz
hedgedrf_1.0.1.tar.gz(r-4.5-noble)hedgedrf_1.0.1.tar.gz(r-4.4-noble)
hedgedrf_1.0.1.tgz(r-4.4-emscripten)hedgedrf_1.0.1.tgz(r-4.3-emscripten)
hedgedrf.pdf |hedgedrf.html✨
hedgedrf/json (API)

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

On CRAN:

Conda:

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

1.30 score 150 downloads 1 exports 15 dependencies

Last updated 21 days agofrom:c5501efb70. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 12 2025
R-4.5-linuxOKMar 12 2025
R-4.4-linuxOKMar 12 2025

Exports:hedgedrf

Dependencies:bitbit64cliCVXRECOSolveRgmplatticeMatrixosqpR6rangerRcppRcppEigenRmpfrscs

Citation

To cite package ‘hedgedrf’ in publications use:

Beck E (2025). hedgedrf: An Implementation of the Hedged Random Forest Algorithm. R package version 1.0.1, https://CRAN.R-project.org/package=hedgedrf.

Corresponding BibTeX entry: 

  @Manual{,
    title = {hedgedrf: An Implementation of the Hedged Random Forest
      Algorithm},
    author = {Elliot Beck},
    year = {2025},
    note = {R package version 1.0.1},
    url = {https://CRAN.R-project.org/package=hedgedrf},
  }