Nonlinear Aggregation of Predictors

This package performs prediction for regression-oriented problems, aggregating in a nonlinear scheme any basic regression machines suggested by the context and provided by the user. If the user has no valuable knowledge on the data, four defaults machines wrappers are implemented so as to cover a minimal spectrum of prediction methods. If necessary, the computations may be parallelized. The method is described in Biau, Fischer, Guedj and Malley (2013), "COBRA: A Nonlinear Aggregation Strategy".


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install.packages("COBRA")

0.99.4 by Benjamin Guedj, 6 years ago


http://www.lsta.upmc.fr/doct/guedj/index.html


Browse source code at https://github.com/cran/COBRA


Authors: Benjamin Guedj <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Suggests snowfall, lars, ridge, tree, randomForest


See at CRAN