TungUbRF: Implements RF prediction interval method in Tung, Huang,...

In chancejohnstone/piRF: Prediction Intervals for Random Forests

Implements RF prediction interval method in Tung, Huang, Nyugen, Khan 2014.

Description

This function implements the feature bias and prediction bias methods outlined in Tung 2014.

Usage

TungUbRF(
  formula = NULL,
  train_data = NULL,
  pred_data = NULL,
  num_trees = NULL,
  min_node_size = NULL,
  m_try = NULL,
  keep_inbag = TRUE,
  intervals = TRUE,
  feature_num_trees = NULL,
  alpha = NULL,
  forest_type = "QRF",
  featureBias = TRUE,
  predictionBias = TRUE,
  R = NULL,
  num_threads = NULL,
  interval_type = NULL
)

Arguments

formula	Object of class formula or character describing the model to fit. Interaction terms supported only for numerical variables.
train_data	Training data of class data.frame, matrix, dgCMatrix (Matrix) or gwaa.data (GenABEL). Matches ranger() requirements.
pred_data	Test data of class data.frame, matrix, dgCMatrix (Matrix) or gwaa.data (GenABEL). Utilizes ranger::predict() to get prediction intervals for test data.
num_trees	Number of trees.
min_node_size	Minimum number of observations before split at a node.
m_try	Number of variables to randomly select from at each split.
keep_inbag	Saves matrix of observations and which tree(s) they occur in. Required to be true to generate variance estimates for Ghosal, Hooker 2018 method. *Should not be an option...
intervals	Generate prediction intervals or not.
alpha	Significance level for prediction intervals.
featureBias	perform feature bias step.
predictionBias	perform prediction bias.
R	number of RFs generated in feature bias stage of Tung 2014 prediction interval. Defualt is 10.
num_threads	The number of threads to use in parallel. Default is the current number of cores.
interval_type	Type of prediction interval to generate. Options are method = c("two-sided", "lower", "upper"). Default is method = "two-sided".
feature_num_tree	number of trees to be used in ech random forest generated for feature bias step.

chancejohnstone/piRF documentation built on April 14, 2025, 3:02 a.m.