predict_forest_weights

Computes forest out-of-sample honest weights for an <code>morf.forest</code> object.

internal

Nonparametric estimator of the ordered choice model using random forests. The estimator modifies a
standard random forest splitting criterion to build a collection of forests, each estimating the conditional
probability of a single class. The package also implements a nonparametric estimator of the covariates’ marginal effects.

Riccardo Di Francesco

morf

Modified Ordered Random Forest

predict_forest_weights function

<dl><dt>forest</dt>
<dd>An <code>morf.forest</code> object.</dd>
<dt>honest_sample</dt>
<dd>Honest sample.</dd>
<dt>test_sample</dt>
<dd>Test sample.</dd></dl>

Arguments

Forest Out-of-Sample Weights — predict_forest_weights

<dl>

<dt>forest</dt>
<dd>An <code>morf.forest</code> object.</dd>


<dt>honest_sample</dt>
<dd>Honest sample.</dd>


<dt>test_sample</dt>
<dd>Test sample.</dd>

</dl>

predict_forest_weights: Forest Out-of-Sample Weights

Description

Usage

Value

Arguments

Details