Stacked Elastic Net Regression (extending glmnet).
Install the current release from CRAN:
or the latest development version from GitHub:
A Rauschenberger, E Glaab, MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. Bioinformatics, btaa535. doi: 10.1093/bioinformatics/btaa535.