Real-Time Adaptive Penalization for Streaming Lasso Models
An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.

c(
person("Augusto", "Hassel", role = c("aut", "cre"), email = "ahassel@primary.com.ar"),
person("Juan Francisco", "Gomez", role = c("ctb")),
person("Matba Rofex", role = c("cph"))
)
Execute API calls to the 'Matba Rofex' <https://apihub.primary.com.ar> trading platform. Functionality includes accessing account data and current holdings, retrieving investment quotes, placing and canceling orders, and getting reference data for instruments.
dplyr, httr, jsonlite, magrittr, tibble, tidyr, rlang, purrr,
glue, methods
'attach.R' 's4_object.R' 'functions.R' 'functions_helpers.R'
'globals.R' 'rRofex.R'
Augusto Hassel [aut, cre],
Juan Francisco Gomez [ctb],
Matba Rofex [cph]

dplyr, httr, jsonlite, magrittr, tibble, tidyr, rlang, purrr,
glue, methods, websocket, later, lifecycle
'attach.R' 's4_object.R' 'functions.R' 'functions_helpers.R'
'functions_websocket.R' 'globals.R' 'rRofex.R'

dplyr (>= 1.0.0), httr, jsonlite, magrittr, tibble (>= 3.0.0),
tidyr, rlang, purrr, glue, methods, websocket, later, lifecycle

c(
person("Augusto", "Hassel", role = c("aut", "cre"), email = "mpi-augusto@primary.com.ar"),
person("Juan Francisco", "Gomez", role = c("ctb")),
person("Matba Rofex", role = c("cph"))
)

c(person("Alicja", "Gosiewska", role = c("aut", "cre"), email = "alicjagosiewska@gmail.com"),
person("Anna", "Gierlak", role = c("aut"), email = "anna.gierlak@op.pl"),
person("Przemyslaw", "Biecek", role = c("aut", "ths")),
person("Michal", "Burdukiewicz", role = c("ctb"), comment = c(ORCID = "0000-0001-8926-582X")))
Provides a model agnostic tool for white-box model trained on features extracted from a black-box model. For more information see: Gosiewska et al. (2020) <arXiv:2002.04267>.
DALEX, dendextend, ggplot2, ggpubr, grDevices, ingredients,
sets, stats
gbm, knitr, pander, randomForest, rmarkdown, spelling,
testthat, vdiffr
Alicja Gosiewska [aut, cre],
Anna Gierlak [aut],
Przemyslaw Biecek [aut, ths],
Michal Burdukiewicz [ctb] (<https://orcid.org/0000-0001-8926-582X>)