Package: hedgedrf 1.0.1

hedgedrf: An Implementation of the Hedged Random Forest Algorithm

This algorithm is described in detail in the paper "Hedging Forecast Combinations With an Application to the Random Forest" by Beck et al. (2024) <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5032102>. 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.

Authors:Elliot Beck [aut, cre]

hedgedrf_1.0.1.tar.gz
hedgedrf_1.0.1.zip(r-4.7)hedgedrf_1.0.1.zip(r-4.6)hedgedrf_1.0.1.zip(r-4.5)
hedgedrf_1.0.1.tgz(r-4.6-any)hedgedrf_1.0.1.tgz(r-4.5-any)
hedgedrf_1.0.1.tar.gz(r-4.7-any)hedgedrf_1.0.1.tar.gz(r-4.6-any)
hedgedrf_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
hedgedrf/json (API)

# Install 'hedgedrf' in R:

install.packages('hedgedrf', repos = c('https://elliotbeck.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/elliotbeck/hedgedrf/issues

On CRAN:

2.70 score 10 downloads 1 exports 16 dependencies

Last updated from:61692c47f4. Checks:7 ERROR, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	ERROR	122
source / vignettes	OK	196
linux-release-x86_64	ERROR	121
macos-release-arm64	ERROR	135
macos-oldrel-arm64	ERROR	173
windows-devel	ERROR	67
windows-release	ERROR	71
windows-oldrel	ERROR	64
wasm-release	OK	139