[R] [R-pkgs] forestError 0.1.0: Random forest conditional prediction intervals, squared errors, and biases

[Benjamin Lu]

Hi all,

I’m writing to introduce a new package, forestError. This package estimates
conditional response quantiles (prediction intervals), conditional mean
squared prediction errors, conditional biases, and conditional prediction
error distribution functions for random forests using new methods proposed
in Lu and Hardin (2019+) <arXiv:1912.07435>.

The package does not grow specially designed random forests, but rather
sits on top of the standard random forest algorithm. In particular, the
package can estimate the above quantities for regression random forests
built using the randomForest, randomForestSRC, ranger, and quantregForest
packages.

I hope that you find this useful. Please feel free to reach out with
feedback or questions.

CRAN: https://cran.r-project.org/package=forestError
Github: https://github.com/benjilu/forestError
Reference: https://arxiv.org/abs/1912.07435

Best,
Benji Lu

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