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]

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hedgedrf.pdf |hedgedrf.html✨
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:

Conda:

3.18 score 153 downloads 1 exports 15 dependencies

Last updated 16 days agofrom:61692c47f4. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 13 2025
R-4.5-winOKMar 13 2025
R-4.5-macOKMar 13 2025
R-4.5-linuxOKMar 13 2025
R-4.4-winOKMar 13 2025
R-4.4-macOKMar 13 2025
R-4.4-linuxOKMar 13 2025
R-4.3-winOKMar 13 2025
R-4.3-macOKMar 13 2025

Exports:hedgedrf

Dependencies:bitbit64cliCVXRECOSolveRgmplatticeMatrixosqpR6rangerRcppRcppEigenRmpfrscs