The infinitesimal jackknife for random forests (multiclass target variable)
randomForestInfJackMulticlass(rf, newdata, calibrate = TRUE)A random forest trained with replace = TRUE and keep.inbag = TRUE
A set of test points at which to evaluate standard errors
whether to apply calibration to mitigate Monte Carlo noise warning: if calibrate = FALSE, some variance estimates may be negative due to Monte Carlo effects if the number of trees in rf is too small