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R package for generating prediction and prediction variances from random forests. Read the vignettes for an introduction to the package (vignette('RFinfer-examples')) and the theory behind the infinitesimal jackknife applied to random forest predictions (vignette('IJ_vig')).

Options for random forest include using a subsample or bootstrap sample for each tree and using either conditional inference tree or traditional CART used as base learners.


Install from CRAN: install.packages('RFinfer')
Install latest version: devtools::install_github('cole-brokamp/RFinfer')

Infinitesimal Jackknife

This package is based on work completed for my dissertation. For more details, see: http://colebrokamp.com/dissertation