Skip to content

PhilippPro/quantregRanger

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

17 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

quantregRanger

Provides the quantile regression for the ranger package. There is now also a possibility for quantile regression directly in the ranger package which I can recommend to use.

Installation

install.packages("quantregRanger")
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))

About

Quantile Regression for Ranger

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages