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swager / randomForestCI

This package is DEPRECATED. Please use the packages `grf` or `ranger` instead, which have built-in confidence intervals.
https://github.com/swager/grf
MIT License
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randomForestInfJack question #7

Closed MNRiverEcologyUnit closed 7 years ago

MNRiverEcologyUnit commented 7 years ago

I would like to supply a standard error and or confidence intervals with predictions from a random forest. I found your package and have a simple question, does the randomForestInfJack output the standard error or the variance in var.hat column. Can one then just use the general 2*sqrt(var.hat) to get a confidence interval. Thank you for your work and help.

Dan

swager commented 7 years ago

var.hat is an estimate of variance; you should take its square too to get standard error estimates. Here, using the "calibrate=TRUE" option makes sure the variance estimates are positive.