quantregForest: Quantile Regression Forests

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.

Getting started

Package details

AuthorNicolai Meinshausen [aut, cre], Loris Michel [aut]
MaintainerNicolai Meinshausen <meinshausen@gmail.com>
LicenseGPL
Version1.4-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("quantregForest")

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quantregForest documentation built on July 3, 2026, 9:06 a.m.