Self-Validated Ensemble Models with Elastic Net Regression
Plot Coefficient Nonzero Percentages from a SVEMnet Model
Plot Method for SVEM Models
Plot SVEM Significance Test Results for Multiple Responses
Predict Method for SVEM Models
SVEM Significance Test
SVEMnet: Self-Validated Ensemble Models with Elastic Net Regression
Fit an SVEMnet Model
Implements Self-Validated Ensemble Models (SVEM, Lemkus et al. (2021) <doi:10.1016/j.chemolab.2021.104439>) using Elastic Net regression via 'glmnet' (Friedman et al. <doi:10.18637/jss.v033.i01>). SVEM averages predictions from multiple models fitted to fractionally weighted bootstraps of the data, tuned with anti-correlated validation weights. Also implements the randomized permutation whole model test for SVEM (Karl (2024) <doi:10.1016/j.chemolab.2024.105122>). Code for the whole model test was taken from the supplementary material of Karl (2024). Development of this package was assisted by 'GPT o1-preview' for code structure and documentation.