haozhestat/rfinterval: Predictive Inference for Random Forests (Beta)

An integrated package for constructing random forest prediction intervals using a fast implementation pacakge 'ranger'. This package can apply the following three methods: the out-of-bag prediction interval introduced in Zhang et al. (2019), the split conformal method described in Lei et al. (2018), as well as quantile regression forest

Getting started

Package details

AuthorHaozhe Zhang [aut, cre], Dan Nettleton [aut]
MaintainerHaozhe Zhang <[email protected]>
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 Feb. 14, 2019, 5:55 a.m.