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Quantile Regression Forests is a tree-based ensemble method for estimation of conditional quantiles. It is particularly well suited for high-dimensional data. Predictor variables of mixed classes can be handled. The package is dependent on the package 'randomForest', written by Andy Liaw.
Package details |
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Author | Nicolai Meinshausen |
Maintainer | Loris Michel <michel@stat.math.ethz.ch> |
License | GPL |
Version | 1.3-7 |
URL | http://github.com/lorismichel/quantregForest |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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