Quantile Regression Forests for 'ranger'

This is the implementation of quantile regression forests for the fast random forest package 'ranger'.


Provides the quantile regression for the ranger package.

Installation (not on CRAN yet)

devtools::install_github("PhilippPro/quantregRanger")

Usage

Quickstart:

library(quantregRanger)
y = rnorm(150)
x = cbind(y + rnorm(150), rnorm(150))
data = data.frame(x,y)
mod = quantregRanger(y ~ ., data = data, params.ranger = list(mtry = 2))
predict(mod, data = data[1:5, ], quantiles = c(0.1, 0.5, 0.9))

News

Reference manual

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install.packages("quantregRanger")

1.0 by Philipp Probst, a year ago


https://github.com/PhilippPro/quantregRanger


Report a bug at https://github.com/PhilippPro/quantregRanger/issues


Browse source code at https://github.com/cran/quantregRanger


Authors: Philipp Probst [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, ranger

Depends on stats

Suggests testthat

Linking to Rcpp


See at CRAN