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rfinterval: Predictive Inference for Random Forests
An integrated package for constructing random forest prediction intervals using a fast implementation package 'ranger'. This package can apply the following three methods described in Haozhe Zhang, Joshua Zimmerman, Dan Nettleton, and Daniel J. Nordman (2019) <doi:10.1080/00031305.2019.1585288>: the out-of-bag prediction interval, the split conformal method, and the quantile regression forest.
Getting started
Browse package contents
Package details |
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| Author | Haozhe Zhang [aut, cre] (<https://orcid.org/0000-0002-7771-4808>) |
| Maintainer | Haozhe Zhang <haozhe.stat@gmail.com> |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | http://github.com/haozhestat/rfinterval |
| Package repository | View on CRAN |
| Installation |
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