R package PredictiveRegression

Vladimir Vovk; Ilia Nouretdinov

R package PredictiveRegression

Research output: Non-textual form › Software

Abstract

This package implements three prediction algorithms described in the paper "On-line predictive linear regression", Annals of Statistics 37, 1566 - 1590 (2009)

Original language	English
Media of output	Online
Publication status	Published - Jun 2008

Cite this

@misc{6239b4a3d8544aeb846ce0ef7fcb327c,

title = "R package PredictiveRegression",

abstract = "This package implements three prediction algorithms described in the paper {"}On-line predictive linear regression{"}, Annals of Statistics 37, 1566 - 1590 (2009)",

author = "Vladimir Vovk and Ilia Nouretdinov",

note = "Available from CRAN via http://www.r-project.org/",

year = "2008",

month = jun,

language = "English",

}

TY - ADVS

T1 - R package PredictiveRegression

AU - Vovk, Vladimir

AU - Nouretdinov, Ilia

N1 - Available from CRAN via http://www.r-project.org/

PY - 2008/6

Y1 - 2008/6

N2 - This package implements three prediction algorithms described in the paper "On-line predictive linear regression", Annals of Statistics 37, 1566 - 1590 (2009)

AB - This package implements three prediction algorithms described in the paper "On-line predictive linear regression", Annals of Statistics 37, 1566 - 1590 (2009)

M3 - Software

ER -