randomForestCI
R
Switch branches/tags
Nothing to show
Latest commit 8b2b84f Jul 2, 2017 @swager Minor fixes.

README.md

randomForestCI

Confidence intervals for random forests using the infinitesimal jackknife, as developed by Efron (2014) and Wager et al. (2014).

To install this package in R, run the following commands:

install.packages("devtools")
library(devtools) 
install_github("swager/randomForestCI")

Example usage:

library(randomForestCI)

# Make some data...
n = 250
p = 100
X = matrix(rnorm(n * p), n, p)
Y = rnorm(n)
  
#  Run the method
rf = randomForest(X, Y, keep.inbag = TRUE)
ij = randomForestInfJack(rf, X, calibrate = TRUE)

plot(ij)

References

Efron, Bradley. Estimation and accuracy after model selection. Journal of the American Statistical Association, 109(507), 2014. [link]

Wager, Stefan, Trevor Hastie, and Bradley Efron. Confidence intervals for random forests: The jackknife and the infinitesimal jackknife. The Journal of Machine Learning Research, 15(1), 2014. [link]