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
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 (
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 from CRAN:
Install latest version:
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.
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