Stacked Elastic Net

Implements stacked elastic net regression (Rauschenberger 2020, ). The elastic net generalises ridge and lasso regularisation (Zou 2005, ). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 ).


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install.packages("starnet")

0.0.6 by Armin Rauschenberger, 5 months ago


https://github.com/rauschenberger/starnet


Report a bug at https://github.com/rauschenberger/starnet/issues


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


Authors: Armin Rauschenberger [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports glmnet, survival, cornet, Matrix

Suggests knitr, testthat, rmarkdown

Enhances CVXR, mvtnorm


See at CRAN