orf: Ordered Random Forests

An implementation of the Ordered Forest estimator as developed in Lechner & Okasa (2019) <arXiv:1907.02436>. The Ordered Forest flexibly estimates the conditional probabilities of models with ordered categorical outcomes (so-called ordered choice models). Additionally to common machine learning algorithms the 'orf' package provides functions for estimating marginal effects as well as statistical inference thereof and thus provides similar output as in standard econometric models for ordered choice. The core forest algorithm relies on the fast C++ forest implementation from the 'ranger' package (Wright & Ziegler, 2017) <arXiv:1508.04409>.

Package details

AuthorGabriel Okasa [aut, cre], Michael Lechner [ctb]
MaintainerGabriel Okasa <okasa.gabriel@gmail.com>
URL https://github.com/okasag/orf
Package repositoryView on CRAN
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orf documentation built on July 24, 2022, 1:05 a.m.