Improved Predictors

Improved predictive models by indirect classification and bagging for classification, regression and survival problems as well as resampling based estimators of prediction error.


$Id: CHANGES,v 1.48 2009/09/09 15:40:28 hothorn Exp $

0.9-8 (05.11.2018)

test output update

0.9-7 (17.08.2018)

sbrier returned incorrect answers for unseen time points; reported and
    fixed by Marvin Wright

0.9-6 (01.03.2017)

register C routines

0.9-5 (28.07.2015)


0.9-4 (20.02.2015)

    register predict.ipredknn

0.9-3 (20.12.2013)

use trapezoid rule to compute integrated Brier score in sbrier

0.9-2 (02.09.2013)


    0.9-0 (22.10.2012)

    Due to interface changes in rpart 3.1-55, the
    bagging function had to be rewritten. Results of previous version are not   
    exactly reproducible.

    0.8-13 (21.02.2012)


    0.8-12 (20.02.2012)

    use prodlim to compute censoring distributions in sbrier (makes a
    difference for tied survival times)

    GPL (>= 2) and no require in .onLoad

    0.8-11 (08.02.2011)

depends R >= 2.10

    0.8-10 (02.02.2011)

    compress data files

    0.8-9 (27.01.2011)

    fix nrow problem in sbrier, spotted by Phil Boonstra <[email protected]>

    avoid partial matches of function arguments

    0.8-8 (09.09.2009)

    documentation fixes

    0.8-7 (27.03.2009)

    survival fixes

0.8-6 (28.07.2008)

    make R devel happy (<function>$<name> is no longer allowed)

0.8-4 (09.10.2007)

change maintainer

0.8-3 (29.06.2005)

    terms(formula, data) needs `data' argument (suggested by BDR).

0.8-2 (09.12.2004)

- slda: correct for one explanatory variable:
	ewp <- svd(solve(diag(diag(Snull), ncol = ncol(Snull)))%*%Snull)	
0.8-1 (25.11.2004)

- change #!/bin/bash -> #!/bin/sh 

0.8-0 (02.06.2004)

- correction of NAMESPACES

0.7-9 (13.05.2004)

-description file, insert suggests: mvtnorm

0.7-8 (21.04.2004)

- don't run selected examples and ipred-tests.R

0.7-7 (02.02.2004)

-return predicted values for error estimations 
"boot" and "632plus" if required
-optional argument determining which observations 
are incuded in each sample within 'errorest'
-"boot" and "632plus" can be computed simultanously

0.7-6 (16.01.2004)

fix tests/ipred-segfault	

    0.7-5 (19.12.2003)
    examples of inbagg and predict.inbagg (don't use mvtnorm)

0.7-4 (16.12.2003)

R-1.9.0 fixes

0.7-3 (03.11.2003)

fix documentation bugs found by `codoc'

0.7-2 (29.10.2003)

`rpart' is sensitive to compilers / optimization flags:
the results we compare `ipred's tests with are produced with
an optimized version of `rpart' (gcc -O2).

`eigen' in `slda' replaced by `svd'

0.7-1 (08.08.2003)

adapt to changes in R-devel and lda (package MASS)  

0.7-0 (08.08.2003)

add namespaces

0.6-15 (----)

new argument "getmodels=TRUE" to cv: the returned object has an
    element "models", a list which contains the models for each fold.

new interface for inclass and adding method inbagg.	

0.6-14 (13.03.2003)

clean up bagging.Rd

0.6-12 (12.03.2003)

methods for "integer" for the generics "bagging", "cv" and "bootest"

do not call methods to generics directly, since they may be hidded
(because not exported: predict.lda)

0.6-11 (05.03.2003)

632plus was false when the no-information error rate was less than
the raw bootstrap estimator (eq. 29 was used instead of eq. 32 in
Efron & Tibshirani, 1997). Thanks to Ramon Diaz <[email protected]> for

changed the RNGkind to
	RNGkind("Wichmann-Hill", "Kinderman-Ramage")
or RNGversion("1.6.2") making the regression tests pass R CMD check
with R-devel (1.7.0)

ipred is allowed to import rpart.{anova, class, exp, poisson, 
matrix} from package rpart, thanks to BDR.

0.6-9 (25.02.2003)

the terms attribute of data in may cause problems
with some predict methods -> deleted

0.6-7 (17.02.2003)

use a formula / data framework in cv and bootest. 

    "model" now deals with the original variable names 
    (and formula) instead  of "y" and "X".

"model" is now allowed to return a function with newdata argument for
    prediction. This is especially useful for estimating the error of
    both variable selection and model building simultaneously, the
    vignette gives a simple example.

cv.numeric and bootest.numeric were broken and gave faulty estimates
    of MSE, both problems fixed

if the maximum of votes for any class is not unique, the class is
    choosen by random in predict.classbagg now. Formerly, the class with
lowest level was choosen by mistake.

0.6-6 (06.02.2003)

fixes required by attached "methods" package 

0.6-4 (18.12.2002)

R CMD build problems

0.6-3 (03.12.2002)

cv in errorest did faultly use all observations for estimating the
error which lead to over optimistic results

0.6-2 (18.10.2002)

documentation updates and copyright status added

0.6-1 (02.10.2002)

documentation fixes

0.6-0 (27.09.2002)

added vignette
documentation updates

0.5-7 (23.09.2002)

add internal functions irpart and predict.irpart 
    for speeding up standard bagging

use error.control for the specification of control

cv can be used to caculcate an "honest" prediction for each

0.5-6 (12.09.2002)

code factors in GBSG2 data as factors. Documentation update. Add
    keepX argument to ipredbagg

0.5-5 (10.09.2002)

set rpart.control(..., xval=0) by default

0.5-4 (05.08.2002)

added k-NN with formula interface and stabilized LDA

0.5-3 (01.08.2002)

use rpart.control() for regression and survival
    new documentation for bagging and friends

0.5-2 (30.07.2002)

new low-level functions cv and bootest for error rate estimators
    (misclassification, mse, brier score)

0.5-1 (25.07.2002)

bagging code completely rewritten

0.4-6 (27.06.2002)

out-of-bag error for regression trees fixed.

0.4-5 (17.06.2002)

use "minsplit = 2" in `rpart.control' passed to `bagging'

0.4-4 (17.05.2002)

use predict.lda in bagging and predict.bagging
bagging(..., method="double") did not work for factors.

0.4-3 (07.05.2002)

bugfix in bagging (in models with one regressor), 
changes in documentation errorest

0.4-2 (10.04.2002)

predict.bagging much faster, OOB much faster

0.4-1 (08.04.2002)

bugfix in print.inclass, predict.inclass

0.4-0 (26.03.2002)

pre-release for CRAN/devel

Reference manual

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0.9-8 by Torsten Hothorn, 5 months ago

Browse source code at

Authors: Andrea Peters [aut] , Torsten Hothorn [aut, cre] , Brian D. Ripley [ctb] , Terry Therneau [ctb] , Beth Atkinson [ctb]

Documentation:   PDF Manual  

Task views: Analysis of Ecological and Environmental Data, Machine Learning & Statistical Learning, Survival Analysis

GPL (>= 2) license

Imports rpart, MASS, survival, nnet, class, prodlim

Suggests mvtnorm, mlbench,

Imported by ICcforest, RecordLinkage, mlearning, nlcv, optBiomarker, recipes.

Suggested by ChemometricsWithR, RGraphics, SuperLearner, aurelius, caret, caretEnsemble, ensembleR, fscaret, party, pdp, sperrorest.

See at CRAN