Package: hedgedrf
Title: An Implementation of the Hedged Random Forest Algorithm
Version: 1.0.1
Authors@R: c(person("Elliot", "Beck", , email="elliotleeroy.beck@uzh.ch", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-8707-1706")))
Description: 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.
License: GPL-3
Imports: ranger, CVXR
Encoding: UTF-8
RoxygenNote: 7.3.1
NeedsCompilation: no
Packaged: 2025-03-12 14:19:44 UTC; ubuntu
Author: Elliot Beck [aut, cre] (<https://orcid.org/0000-0001-8707-1706>)
Maintainer: Elliot Beck <elliotleeroy.beck@uzh.ch>
Repository: CRAN
Date/Publication: 2025-03-12 16:00:02 UTC
Built: R 4.5.1; ; 2025-10-06 02:28:49 UTC; windows
