# fits random forest model on cross-validation data
# y_train_prop A data frame of relative abundances of size N_site by N_taxa
# X_train A data frame of the climate covariate of size N_site by 1
# sse Sum of Squared Error ...
# nboot Number of bootstrapped samples for prediction
#
# returns a list of cross-validation statistics for each held out sample
# MSPE Squared Prediction Error
# MAE Absolute Error
# CRPS Continuous Ranked Probability Score
# coverage Empirical 95% coverage rate
fit_RF_CV <- function(y_train_prop, y_test_prop, X_train, X_test,
sse=TRUE, nboot=1000) {#, ...) {
library(randomForest)
## Random Forest
train <- data.frame(covar=X_train, y_train_prop)
test <- data.frame(y_test_prop)
rf <- randomForest(covar ~ ., data = train)
# CRPS <- makeCRPSGauss(t(matrix(predict(rf, test, predict.all=TRUE)$individual,
# length(idx_test), 500)), X_test)
# CRPS <- abs(predict(rf, test) - X_test)
CRPS <- rep(NA, nrow(test))
MSPE <- (predict(rf, test) - X_test)^2
MAE <- abs(predict(rf, test) - X_test)
rf_CI <- t( apply( predict(rf, test, predict.all=TRUE)$individual, 1,
function(x) {
quantile(x, c(0.025,0.975))
}))
rf_sd <- apply( predict(rf, test, predict.all=TRUE)$individual, 1,
function(x) {
sd(x)
})
coverage <- ( (X_test >= rf_CI[, 1]) & (X_test <= rf_CI[, 2]) )
return(data.frame(MSPE=MSPE, MAE=MAE, CRPS=CRPS, coverage=coverage, observations=X_test,
mu=predict(rf, test), sd=rf_sd))
}
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