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Description: Implements stacked elastic net regression (Rauschenberger 2020, <doi:10.1093/bioinformatics/btaa535>). The elastic net generalises ridge and lasso regularisation (Zou 2005, <doi:10.1111/j.1467-9868.2005.00503.x>). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>).
Imports: glmnet, survival, cornet, joinet, Matrix
Suggests: knitr, testthat, rmarkdown
Enhances: CVXR, mvtnorm
Authors@R: person("Armin","Rauschenberger",email="armin.rauschenberger@uni.lu",role=c("aut","cre"))
VignetteBuilder: knitr
License: GPL-3
LazyData: true
Language: en-GB
URL: https://github.com/rauschenberger/starnet
BugReports: https://github.com/rauschenberger/starnet/issues