infJack: The infinitesimal jackknife for random forests

Description Usage Arguments

Description

The infinitesimal jackknife for random forests

Usage

1
infJack(pred, inbag, calibrate = TRUE, used.trees = NULL)

Arguments

pred

A nrow(newdata) by no. of trees matrix which contains numeric predictions from a random forest trained with trees grown on bootstrap samples of the training data

inbag

A number of obs. in the training data by no. of trees matrix giving the number of times the ith observation in the training data appeared in the bootstrap sample for the jth tree.

calibrate

whether to apply calibration to mitigate Monte Carlo noise warning: if calibrate = FALSE, some variance estimates may be negative due to Monte Carlo effects if the number of trees in rf is too small

used.trees

set of trees to use for variance estimation; uses all tress if NULL


swager/randomForestCI documentation built on May 30, 2019, 9:33 p.m.