README.md

In cole-brokamp/RFinfer: Inference for Random Forests

RFinfer

This software is longer maintained and has been removed from CRAN. I recommend using the Generalized Random Forest package for R instead: https://github.com/swager/grf

About

R package for generating prediction and prediction variances from random forests. Read the vignettes for an introduction to the package (vignette('RFinfer-examples')) and the theory behind the infinitesimal jackknife applied to random forest predictions (vignette('IJ_vig')).

Options for random forest include using a subsample or bootstrap sample for each tree and using either conditional inference tree or traditional CART used as base learners.

Install

Install from CRAN: install.packages('RFinfer') Install latest version: devtools::install_github('cole-brokamp/RFinfer')

Publication

This package is based on simulation experiments in: Cole Brokamp, MB Rao, Patrick Ryan, Roman Jandarov. A comparison of resampling and recursive partitioning methods in random forest for estimating the asymptotic variance using the infinitesimal jackknife. Stat. 6(1). 360-372. 2017. Download.

cole-brokamp/RFinfer documentation built on May 13, 2019, 8:50 p.m.