Plots quantiles obtained from a quantile regression forest. Additionally insets the continuous rank probability score (crps), a useful diagnostic of accuracy.
# S3 method for rfsrc
plot.quantreg(x, prbL = .25, prbU = .75,
m.target = NULL, crps = TRUE, subset = NULL, xlab = NULL, ylab = NULL, ...)
A quantile regression object returned by a call to quantreg.
Lower quantile level, typically less than 0.5.
Upper quantile level, typically greater than 0.5.
Character string specifying the target outcome for multivariate families. If not provided, a default target is selected automatically.
Logical. If TRUE, calculates the continuous ranked probability score (CRPS) and adds it to the plot.
Optional vector specifying a subset of the data to be plotted. Defaults to plotting all data points.
Label for the x-axis.
Label for the y-axis.
Additional arguments passed to or from other methods.
Hemant Ishwaran and Udaya B. Kogalur
quantreg.rfsrc