Title: Multivariate Regression through Stacked Generalisation
Title: Multivariate Elastic Net Regression
Description: Implements high-dimensional multivariate regression by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>). 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.
Multivariate Elastic Net Regression (extending the [R](https://cran.r-project.org) package [glmnet](https://CRAN.R-project.org/package=glmnet)).
Multivariate elastic net regression through stacked generalisation (extending the [R](https://cran.r-project.org) package [glmnet](https://CRAN.R-project.org/package=glmnet)).
<script src="pkgdown.js"></script><metaproperty="og:title"content="Multivariate Regression through Stacked Generalisation">
<script src="pkgdown.js"></script><metaproperty="og:title"content="Multivariate Elastic Net Regression">
<metaproperty="og:description"content="Implements high-dimensional multivariate regression by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>). 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.">
<p>Multivariate Elastic Net Regression (extending the <ahref="https://cran.r-project.org">R</a> package <ahref="https://CRAN.R-project.org/package=glmnet">glmnet</a>).</p>
<p>Multivariate elastic net regression through stacked generalisation (extending the <ahref="https://cran.r-project.org">R</a> package <ahref="https://CRAN.R-project.org/package=glmnet">glmnet</a>).</p>
<spanclass='no'>object</span><spanclass='kw'><-</span><spanclass='fu'>joinet</span>(<spanclass='kw'>Y</span><spanclass='kw'>=</span><spanclass='no'>Y</span>,<spanclass='kw'>X</span><spanclass='kw'>=</span><spanclass='no'>X</span>)</div><spanclass='co'># NOT RUN {</span>
<spanclass='fu'><ahref='https://www.rdocumentation.org/packages/utils/topics/browseVignettes'>browseVignettes</a></span>(<spanclass='st'>"joinet"</span>) <spanclass='co'># further examples</span>