Compute_deltas: Function to compute RFLOWESS weight multipliers for training...

In AndrewjSage/RFLOWESS: A robust approach to random forest regression

Description

Iteratively adjusts training case weights using residuals for out-of-bag cases.

Usage

Compute_deltas(OOBWeights, TRAINY, alpha = 6, method = "Tukey",
  tol = 10^-6, maxiter = 1000)

Arguments

OOBWeights	matrix of OOB training case weights
TRAINY	vector of training case response values
alpha	tuning parameter for robust weighting. Small alpha corresponds to more aggressive robust adjustment.
method	should Tukey or Huber weighting function be used?
tol	maximal tolerance for change between iterations
maxiter	maximum number of iterations

Value

returns a list containing 1- vector of multipliers for training case weights 2- adjusted OOB training case predictions 3- number of iterations

AndrewjSage/RFLOWESS documentation built on May 26, 2019, 6:38 a.m.