Possible to R code superlearner estimate using rolling or expanding windows?
I try to find articles using R superlearner algo, and program it on a rolling or expanding window. There is “An Algorithmic Crystal Ball: Forecasts-based on Machine Learning” from the IMF. But no code provided by authors. I try with “Roll apply” function which works for one specific algo, but not for “ensemble” algo like superlearner. If you have any idea, or article related. Thanks for your help.