gpe_sample

Provides a sample function for <code>gpe</code>.

Derives prediction rule ensembles (PREs). Largely follows the
procedure for deriving PREs as described in Friedman & Popescu (2008;
<DOI:10.1214/07-AOAS148>), with adjustments and improvements. The
main function pre() derives prediction rule ensembles consisting of
rules and/or linear terms for continuous, binary, count, multinomial,
and multivariate continuous responses. Function gpe() derives
generalized prediction ensembles, consisting of rules, hinge and linear
functions of the predictor variables.

Marjolein Fokkema

Prediction Rule Ensembles

Benjamin Christoffersen

gpe_sample function

<dl><dt>sampfrac</dt>
<dd>Fraction of <code>n</code> to use for sampling. It is the \(\eta / N\) in Friedman &amp; Popescu (2008).</dd></dl>

Arguments

Sampling Function Generator for gpe — gpe_sample

<dl>

<dt>sampfrac</dt>
<dd>Fraction of <code>n</code> to use for sampling. It is the \(\eta / N\) in Friedman &amp; Popescu (2008).</dd>

</dl>

gpe_sample: Sampling Function Generator for gpe

Description

Usage

Value

Arguments

References

See Also