Scope

Stacked Elastic Net Regression (extending glmnet).

Installation

Install the current release from CRAN:

install.packages("starnet")

or the latest development version from GitHub:

#install.packages("devtools")
devtools::install_github("rauschenberger/starnet")

Reference

A Rauschenberger, E Glaab, MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. Manuscript in preparation.