Package: hedgedrf
Title: An Implementation of the Hedged Random Forest Algorithm
Version: 0.0.1
Authors@R: c(person("Elliot", "Beck", , email="elliot.beck@bf.uzh.ch", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-8707-1706")))
Description: 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.
License: GPL-3
Imports: ranger, CVXR
Encoding: UTF-8
RoxygenNote: 7.3.1
NeedsCompilation: no
Packaged: 2024-07-12 06:41:08 UTC; ubuntu
Author: Elliot Beck [aut, cre] (<https://orcid.org/0000-0001-8707-1706>)
Maintainer: Elliot Beck <elliot.beck@bf.uzh.ch>
Repository: CRAN
Date/Publication: 2024-07-14 12:00:05 UTC
