Description
Quantile Regression Forests for 'ranger'.
Description
This is the implementation of quantile regression forests for the fast random forest package 'ranger'.
README.md
quantregRanger
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))