pre - Prediction Rule Ensembles

Derives prediction rule ensembles (PREs). Largely follows the procedure for deriving PREs as described in Friedman & Popescu (2008; <DOI:10.1214/07-AOAS148>), with adjustments and improvements described in Fokkema (2020; <DOI:10.18637/jss.v092.i12>) and Fokkema & Strobl (2020; <DOI:10.1037/met0000256>). The main function pre() derives prediction rule ensembles consisting of rules and/or linear terms for continuous, binary, count, multinomial, survival and multivariate continuous responses. Function gpe() derives generalized prediction ensembles, consisting of rules, hinge and linear functions of the predictor variables.