RFPerm-package: Scalable and Efficient Hypothesis Tests for Random Forests
In 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 http://arxiv.org/abs/1904.07830.

The DESCRIPTION file: This package was not yet installed at build time.

Index: This package was not yet installed at build time.
Most of the functionality comes in the MSE_Test file, which will conduct an F-test for a certain subset of variables. To run marginal F-tests for each variable, f_holdoutRF (efficient) or permtestImp (brute force) should be used.

Tim Coleman

Maintainer: Tim Coleman <tsc35@pitt.edu>

tim-coleman/RFtest documentation built on March 10, 2020, 12:28 p.m.