Package: ensembleEN
Type: Package
Title: Ensembling Regularized Linear Models
Version: 1.1.1
Date: 2017-12-18
Author: Anthony Christidis <anthony.christidis@stat.ubc.ca>,
    Ezequiel Smucler <ezequiels.90@gmail.com>,
    Ruben Zamar <ruben@stat.ubc.ca>
Maintainer: Ezequiel Smucler <ezequiels.90@gmail.com>
Description: Functions for computing the ensembles of regularized linear
             regression estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2017)
             <arXiv:1712.03561>. The procedure works on top of a given penalized linear regression estimator,
             the Elastic Net in this implementation, by fitting it to possibly overlapping subsets of features, while at the same
             time encouraging diversity among the subsets, to reduce the correlations between the predictions
             that result from each fitted model. The predictions from the models are then aggregated.
License: GPL (>= 2)
Biarch: true
Imports: Rcpp (>= 0.12.12)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, glmnet, MASS
NeedsCompilation: yes
RoxygenNote: 6.0.1
Packaged: 2018-01-03 19:02:22 UTC; ezequiel
Repository: CRAN
Date/Publication: 2018-01-04 14:46:49 UTC
