tim-coleman/RFtest: Scalable and Efficient Hypothesis Tests for Random Forests

This is an R implementation of the method proposed in "Scalable and Efficient Hypothesis Tests for Random Forests". Intended to function like an F-test for ensemble learners, that is both computationally efficient and provably valid in the sense of Type I error control. See also \url{http://arxiv.org/abs/1904.07830}.

Getting started

Package details

AuthorTim Coleman
MaintainerTim Coleman <tsc35@pitt.edu>
LicenseGPL-2
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tim-coleman/RFtest")
tim-coleman/RFtest documentation built on March 10, 2020, 12:28 p.m.