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EnsemblePenReg: Extensible Classes and Methods for Penalized-Regression-Based Integration of Base Learners

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.

Version: 0.7
Depends: EnsembleBase
Imports: parallel, methods, glmnet
Published: 2016-09-14
DOI: 10.32614/CRAN.package.EnsemblePenReg
Author: Mansour T.A. Sharabiani, Alireza S. Mahani
Maintainer: Alireza S. Mahani <alireza.s.mahani at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: EnsemblePenReg results

Documentation:

Reference manual: EnsemblePenReg.pdf

Downloads:

Package source: EnsemblePenReg_0.7.tar.gz
Windows binaries: r-devel: EnsemblePenReg_0.7.zip, r-release: EnsemblePenReg_0.7.zip, r-oldrel: EnsemblePenReg_0.7.zip
macOS binaries: r-release (arm64): EnsemblePenReg_0.7.tgz, r-oldrel (arm64): EnsemblePenReg_0.7.tgz, r-release (x86_64): EnsemblePenReg_0.7.tgz, r-oldrel (x86_64): EnsemblePenReg_0.7.tgz
Old sources: EnsemblePenReg archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.