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Description

Quantile Regression Forests for 'ranger'.

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

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))
Metadata

Version

1.0

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
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