Does this rule learner have a common name in a literature, like VFDR or SLIPPER? Up to now I only tried once the classification rule learner RIPPER (JRip from RWeka R package).

What happens if Objective!=0 (e.g. scaled next bar range, for whatever purpose) is supplied to advise() along with PATTERN? I think it's not a classification problem any more then.

Also for the case Objective==0 and PATTERN, it would be interesting to know how exactly values at leaves are determined from frequency and predictive strength.