README.md
In tim-coleman/RFtest: Scalable and Efficient Hypothesis Tests for Random Forests
RFtest
F-tests for random forests that are scalable and efficient. This package provides code for running the test for an a priori specified subset of variables (MSE_Test), a marginal importance hypothesis test (permtestImp for default, f_holdoutRF for a faster holdout version), and several plotting/summarizing methods. Examples of output can be seen below:
See the original manuscript for details of/theory behind the method, https://arxiv.org/pdf/1904.07830.pdf.
tim-coleman/RFtest documentation built on March 10, 2020, 12:28 p.m.
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RFtest
F-tests for random forests that are scalable and efficient. This package provides code for running the test for an a priori specified subset of variables (MSE_Test), a marginal importance hypothesis test (permtestImp for default, f_holdoutRF for a faster holdout version), and several plotting/summarizing methods. Examples of output can be seen below:
See the original manuscript for details of/theory behind the method, https://arxiv.org/pdf/1904.07830.pdf.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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