predict.hedgedrf

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.

Elliot Beck

hedgedrf

An Implementation of the Hedged Random Forest Algorithm

predict.hedgedrf function

<dl><dt>object</dt>
<dd>hedgedrf <code>hedgedrf</code> object.</dd>
<dt>data</dt>
<dd>data New test data of class <code>data.frame</code> or
<code>gwaa.data</code> (GenABEL).</dd>
<dt>...</dt>
<dd>Additional arguments to pass to the <code>predict.ranger</code>
function.</dd></dl>

Arguments

hedgedrf prediction — predict.hedgedrf

<dl>

<dt>object</dt>
<dd>hedgedrf <code>hedgedrf</code> object.</dd>


<dt>data</dt>
<dd>data New test data of class <code>data.frame</code> or
<code>gwaa.data</code> (GenABEL).</dd>


<dt>...</dt>
<dd>Additional arguments to pass to the <code>predict.ranger</code>
function.</dd>

</dl>

predict.hedgedrf: hedgedrf prediction

Description

Usage

Value

Arguments