joinet

Implements penalised multivariate regression (i.e., for multiple outcomes and many features) by stacked generalisation (doi:10.1093/bioinformatics/btab576). 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. For optional comparisons, install 'remMap' from GitHub (https://github.com/cran/remMap).

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