perror: Estimated conditional prediction error CDFs

Description

Returns probabilities from the estimated conditional cumulative distribution function of the prediction error associated with each test observation.

Usage

perror(q, xs)

Arguments

A vector of quantiles.

A vector of the indices of the test observations for which the conditional error CDFs are desired. Defaults to all test observations given in the call of quantForestError.

Value

If either q or xs has length one, then a vector is returned with the desired probabilities. If both have length greater than one, then a data.frame of probabilities is returned, with rows corresponding to the inputted xs and columns corresponding to the inputted q.

Details

This function is only defined as output of the quantForestError function. It is not exported as a standalone function. See the example.

Examples

Run this code

# NOT RUN {
# load data
data(airquality)

# remove observations with missing predictor variable values
airquality <- airquality[complete.cases(airquality), ]

# get number of observations and the response column index
n <- nrow(airquality)
response.col <- 1

# split data into training and test sets
train.ind <- sample(1:n, n * 0.9, replace = FALSE)
Xtrain <- airquality[train.ind, -response.col]
Ytrain <- airquality[train.ind, response.col]
Xtest <- airquality[-train.ind, -response.col]
Ytest <- airquality[-train.ind, response.col]

# fit random forest to the training data
rf <- randomForest::randomForest(Xtrain, Ytrain, nodesize = 5,
                                 ntree = 500,
                                 keep.inbag = TRUE)

# estimate conditional error distribution functions
output <- quantForestError(rf, Xtrain, Xtest,
                           what = c("p.error", "q.error"))

# get the probability that the error associated with each test
# prediction is less than -4 and the probability that the error
# associated with each test prediction is less than 7
output$perror(c(-4, 7))

# same as above but only for the first three test observations
output$perror(c(-4, 7), 1:3)
# }