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hedgedrf  

An Implementation of the Hedged Random Forest Algorithm
View on CRAN: Click here


Download and install hedgedrf package within the R console
Install from CRAN:
install.packages("hedgedrf")

Install from Github:
library("remotes")
install_github("cran/hedgedrf")

Install by package version:
library("remotes")
install_version("hedgedrf", "0.0.1")



Attach the package and use:
library("hedgedrf")
Maintained by
Elliot Beck
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-07-14
Latest Update: 2024-07-14
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.
How to cite:
Elliot Beck (2024). hedgedrf: An Implementation of the Hedged Random Forest Algorithm. R package version 0.0.1, https://cran.r-project.org/web/packages/hedgedrf. Accessed 04 Dec. 2024.
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