haozhestat/rfinterval: Predictive Inference for Random Forests

An integrated package for constructing random forest prediction intervals using a fast implementation package 'ranger'. This package can apply the following three methods described in Haozhe Zhang, Joshua Zimmerman, Dan Nettleton, and Daniel J. Nordman (2019) <doi:10.1080/00031305.2019.1585288>: the out-of-bag prediction interval, the split conformal method, and the quantile regression forest.

Getting started

Package details

MaintainerHaozhe Zhang <haozhe.stat@gmail.com>
URL http://github.com/haozhestat/rfinterval
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
haozhestat/rfinterval documentation built on July 22, 2019, 3:32 p.m.