Multivariate Elastic Net Regression

Implements high-dimensional multivariate regression by stacked generalisation (Wolpert 1992 ). For positively correlated outcomes, a single multivariate regression is typically more predictive than multiple univariate regressions. Includes functions for model fitting, extracting coefficients, outcome prediction, and performance measurement. If required, install MRCE from GitHub (< https://github.com/cran/MRCE>).