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.
| Version: | 1.0.1 |
| Imports: | ranger, CVXR |
| Published: | 2025-03-12 |
| DOI: | 10.32614/CRAN.package.hedgedrf |
| Author: | Elliot Beck  [aut,
cre] |
| Maintainer: | Elliot Beck <elliotleeroy.beck at uzh.ch> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | hedgedrf results |
Documentation:
| Reference manual: | hedgedrf.pdf |
Downloads:
| Package source: | hedgedrf_1.0.1.tar.gz |
| Windows binaries: | r-devel: hedgedrf_0.0.1.zip, r-release: hedgedrf_1.0.1.zip, r-oldrel: hedgedrf_0.0.1.zip |
| macOS binaries: | r-devel (arm64): hedgedrf_1.0.1.tgz, r-release (arm64): hedgedrf_1.0.1.tgz, r-oldrel (arm64): hedgedrf_1.0.1.tgz, r-devel (x86_64): hedgedrf_1.0.1.tgz, r-release (x86_64): hedgedrf_1.0.1.tgz, r-oldrel (x86_64): hedgedrf_1.0.1.tgz |
| Old sources: | hedgedrf archive |
Linking:
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