Extending the base classes and methods of EnsembleBase package for Penalized-Regression-based (Ridge and Lasso) integration of base learners. Default implementation uses cross-validation error to choose the optimal lambda (shrinkage parameter) for the final predictor. The package takes advantage of the file method provided in EnsembleBase package for writing estimation objects to disk in order to circumvent RAM bottleneck. Special save and load methods are provided to allow estimation objects to be saved to permanent files on disk, and to be loaded again into temporary files in a later R session. Users and developers can extend the package by extending the generic methods and classes provided in EnsembleBase package as well as this package.

Documentation

Manual: EnsemblePenReg.pdf
Vignette: None available.

Maintainer: Alireza S. Mahani <alireza.s.mahani at gmail.com>

Author(s): Mansour T.A. Sharabiani, Alireza S. Mahani

Install package and any missing dependencies by running this line in your R console:

install.packages("EnsemblePenReg")

Depends EnsembleBase
Imports parallel, methods, glmnet
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Package EnsemblePenReg
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Version 0.7
Published 2016-09-14
License GPL (>= 2)
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NeedsCompilation no
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Package source EnsemblePenReg_0.7.tar.gz