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Prediction Rule Ensembles
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | pre |
Prediction Rule Ensembles |
Statements
12 January 2024
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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.
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Identifiers
25 January 2024
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