Title: Multivariate Regression through Stacked Generalisation
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.
<script src="pkgdown.js"></script><metaproperty="og:title"content="Multivariate Regression through Stacked Generalisation">
<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.">
<divclass='dont-index'><p>Type<code><ahref='https://www.rdocumentation.org/packages/utils/topics/browseVignettes'>browseVignettes("joinet")</a></code> for examples.</p></div>