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hedgedrf

An Implementation of the Hedged Random Forest Algorithm

v1.0.1 · Mar 12, 2025 · GPL-3
CRAN GitHub Mirror

Description

This algorithm is described in detail in the paper "Hedging Forecast Combinations With an Application to the Random Forest" by Beck et al. (2024) <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5032102>. The package provides a function hedgedrf() that can be used to train a Hedged Random Forest model on a dataset, and a function predict.hedgedrf() that can be used to make predictions with the model.

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CRAN Check Status

10 ERROR
4 OK
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r-devel-linux-x86_64-debian-clang ERROR
r-devel-linux-x86_64-debian-gcc ERROR
r-devel-linux-x86_64-fedora-clang ERROR
r-devel-linux-x86_64-fedora-gcc ERROR
r-devel-macos-arm64 ERROR
r-devel-windows-x86_64 ERROR
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 ERROR
r-patched-linux-x86_64 ERROR
r-release-linux-x86_64 ERROR
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 ERROR
Check details (20 non-OK)
WARNING r-devel-linux-x86_64-debian-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-linux-x86_64-debian-clang

examples

Running examples in ‘hedgedrf-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-devel-linux-x86_64-debian-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘hedgedrf-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-devel-linux-x86_64-fedora-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-linux-x86_64-fedora-clang

examples

Running examples in ‘hedgedrf-Ex.R’ failed
The error most likely occurred in:

> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-linux-x86_64-fedora-gcc

examples

Running examples in ‘hedgedrf-Ex.R’ failed
The error most likely occurred in:

> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-devel-macos-arm64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-macos-arm64

examples

Running examples in ‘hedgedrf-Ex.R’ failed
The error most likely occurred in:

> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-devel-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
ERROR r-devel-windows-x86_64

examples

Running examples in 'hedgedrf-Ex.R' failed
The error most likely occurred in:

> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-oldrel-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
ERROR r-oldrel-windows-x86_64

examples

Running examples in 'hedgedrf-Ex.R' failed
The error most likely occurred in:

> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-patched-linux-x86_64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-patched-linux-x86_64

examples

Running examples in ‘hedgedrf-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-release-linux-x86_64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-release-linux-x86_64

examples

Running examples in ‘hedgedrf-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted
WARNING r-release-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
ERROR r-release-windows-x86_64

examples

Running examples in 'hedgedrf-Ex.R' failed
The error most likely occurred in:

> ### Name: hedgedrf
> ### Title: hedgedrf
> ### Aliases: hedgedrf
> 
> ### ** Examples
> 
> rf <- hedgedrf(mpg ~ ., mtcars[1:26, ])
Error: 'solve' is not an exported object from 'namespace:CVXR'
Execution halted

Check History

ERROR 6 OK · 0 NOTE · 0 WARNING · 8 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-devel-linux-x86_64-debian-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-linux-x86_64-debian-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-linux-x86_64-fedora-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-devel-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
ERROR r-release-linux-x86_64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
ERROR r-release-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
ERROR r-oldrel-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'

Dependency Network

Dependencies Reverse dependencies ranger CVXR hedgedrf

Version History

new 1.0.1 Mar 10, 2026
updated 1.0.1 ← 0.0.1 diff Mar 11, 2025
new 0.0.1 Jul 13, 2024