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
MaintainerLoris Michel <michel@stat.math.ethz.ch>
LicenseGPL
Version1.3-7
URL http://github.com/lorismichel/quantregForest
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 May 2, 2019, 2:08 p.m.