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DESCRIPTION
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DESCRIPTION
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Package: piRF
Title: Prediction Intervals for Random Forests
Version: 0.2.0
Date: 2022-04-13
Authors@R:
c(person(given = "Chancellor",
family = "Johnstone",
role = c("cre", "aut", "cph"),
email = "chancellor.johnstone@gmail.com"),
person(given = "Haozhe",
family = "Zhang",
role = c("aut", "cph"),
email = "haozhe.stat@gmail.com"),
person(given = "Martin",
family = "Wright",
role = c("ctb", "cph"),
email = "cran@wrig.de"),
person(given = "Gregor",
family = "DeCillia",
role = c("ctb", "cph")))
Maintainer: Chancellor Johnstone <chancellor.johnstone@gmail.com>
Description: Implements multiple state-of-the-art prediction interval methodologies for random forests.
These include: quantile regression intervals, out-of-bag intervals, bag-of-observations intervals,
one-step boosted random forest intervals, bias-corrected intervals, high-density intervals, and
split-conformal intervals. The implementations include a combination of novel adjustments to the
original random forest methodology and novel prediction interval methodologies. All of these
methodologies can be utilized using solely this package, rather than a collection of separate
packages. Currently, only regression trees are supported. Also capable of handling high dimensional data.
Roy, Marie-Helene and Larocque, Denis (2019) <doi:10.1177/0962280219829885>.
Ghosal, Indrayudh and Hooker, Giles (2018) <arXiv:1803.08000>.
Zhu, Lin and Lu, Jiaxin and Chen, Yihong (2019) <arXiv:1905.10101>.
Zhang, Haozhe and Zimmerman, Joshua and Nettleton, Dan and Nordman, Daniel J. (2019) <doi:10.1080/00031305.2019.1585288>.
Meinshausen, Nicolai (2006) <http://www.jmlr.org/papers/volume7/meinshausen06a/meinshausen06a.pdf>.
Romano, Yaniv and Patterson, Evan and Candes, Emmanuel (2019) <arXiv:1905.03222>.
Tung, Nguyen Thanh and Huang, Joshua Zhexue and Nguyen, Thuy Thi and Khan, Imran (2014) <doi:10.13140/2.1.2500.8002>.
License: GPL-3
Encoding: UTF-8
Depends:
R (>= 2.10)
Suggests:
testthat,
devtools,
foreach,
doParallel,
hdrcde,
rfinterval,
ranger
URL: http://github.com/chancejohnstone/piRF
LazyData: true
RoxygenNote: 7.1.1
Imports: Rdpack
RdMacros: Rdpack