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plot.quantreg.rfsrc

Plot Quantiles from Quantile Regression Forests


Description

Plots quantiles obtained from a quantile regression forest. Additionally insets the continuous rank probability score (crps), a useful diagnostic of accuracy.

Usage

## S3 method for class 'rfsrc'
plot.quantreg(x, prbL = .25, prbU = .75,
   m.target = NULL, crps = TRUE, subset = NULL, ...)

Arguments

x

A quantile regression object obtained from calling quantreg.

prbL

Lower quantile (preferably < .5).

prbU

Upper quantile (preferably > .5).

m.target

Character value for multivariate families specifying the target outcome to be used. If left unspecified, the algorithm will choose a default target.

crps

Calculate crps and inset it?

subset

Restricts plotted values to a subset of the data. Default is to use the entire data.

...

Further arguments passed to or from other methods.

Author(s)

Hemant Ishwaran and Udaya B. Kogalur

See Also


randomForestSRC

Fast Unified Random Forests for Survival, Regression, and Classification (RF-SRC)

v2.11.0
GPL (>= 3)
Authors
Hemant Ishwaran <hemant.ishwaran@gmail.com>, Udaya B. Kogalur <ubk@kogalur.com>
Initial release
2021-03-30

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