grf2.4.0 package

Generalized Random Forests

average_treatment_effect

Get doubly robust estimates of average treatment effects.

best_linear_projection

Estimate the best linear projection of a conditional average treatment...

boosted_regression_forest

Boosted regression forest

boot_grf

Simple clustered bootstrap.

causal_forest

Causal forest

causal_survival_forest

Causal survival forest

create_dot_body

Writes each node information If it is a leaf node: show it in differen...

estimate_rate

Compute rate estimates, a function to be passed on to bootstrap routin...

expected_survival

Compute E[T | X]

export_graphviz

Export a tree in DOT format. This function generates a GraphViz repres...

generate_causal_data

Generate causal forest data

generate_causal_survival_data

Simulate causal survival data

get_forest_weights

Given a trained forest and test data, compute the kernel weights for e...

get_leaf_node

Find the leaf node for a test sample.

get_scores.causal_forest

Compute doubly robust scores for a causal forest.

get_scores.causal_survival_forest

Compute doubly robust scores for a causal survival forest.

get_scores.instrumental_forest

Doubly robust scores for estimating the average conditional local aver...

get_scores.multi_arm_causal_forest

Compute doubly robust scores for a multi arm causal forest.

get_scores

Compute doubly robust scores for a GRF forest object

get_tree

Retrieve a single tree from a trained forest object.

grf_options

grf package options

grf-package

grf: Generalized Random Forests

instrumental_forest

Intrumental forest

leaf_stats.causal_forest

Calculate summary stats given a set of samples for causal forests.

leaf_stats.default

A default leaf_stats for forests classes without a leaf_stats method t...

leaf_stats.instrumental_forest

Calculate summary stats given a set of samples for instrumental forest...

leaf_stats.regression_forest

Calculate summary stats given a set of samples for regression forests.

ll_regression_forest

Local linear forest

lm_forest

LM Forest

merge_forests

Merges a list of forests that were grown using the same data into one ...

multi_arm_causal_forest

Multi-arm/multi-outcome causal forest

multi_regression_forest

Multi-task regression forest

plot.grf_tree

Plot a GRF tree object.

plot.rank_average_treatment_effect

Plot the Targeting Operator Characteristic curve.

predict.boosted_regression_forest

Predict with a boosted regression forest.

predict.causal_forest

Predict with a causal forest

predict.causal_survival_forest

Predict with a causal survival forest forest

predict.instrumental_forest

Predict with an instrumental forest

predict.ll_regression_forest

Predict with a local linear forest

predict.lm_forest

Predict with a lm forest

predict.multi_arm_causal_forest

Predict with a multi arm causal forest

predict.multi_regression_forest

Predict with a multi regression forest

predict.probability_forest

Predict with a probability forest

predict.quantile_forest

Predict with a quantile forest

predict.regression_forest

Predict with a regression forest

predict.survival_forest

Predict with a survival forest

print.boosted_regression_forest

Print a boosted regression forest

print.grf_tree

Print a GRF tree object.

print.grf

Print a GRF forest object.

print.rank_average_treatment_effect

Print the Rank-Weighted Average Treatment Effect (RATE).

print.tuning_output

Print tuning output. Displays average error for q-quantiles of tuned p...

probability_forest

Probability forest

quantile_forest

Quantile forest

rank_average_treatment_effect.fit

Fitter function for Rank-Weighted Average Treatment Effect (RATE).

rank_average_treatment_effect

Estimate a Rank-Weighted Average Treatment Effect (RATE).

regression_forest

Regression forest

split_frequencies

Calculate which features the forest split on at each depth.

survival_forest

Survival forest

test_calibration

Omnibus evaluation of the quality of the random forest estimates via c...

tune_forest

Tune a forest

tune_ll_causal_forest

Local linear forest tuning

tune_ll_regression_forest

Local linear forest tuning

variable_importance

Calculate a simple measure of 'importance' for each feature.

Forest-based statistical estimation and inference. GRF provides non-parametric methods for heterogeneous treatment effects estimation (optionally using right-censored outcomes, multiple treatment arms or outcomes, or instrumental variables), as well as least-squares regression, quantile regression, and survival regression, all with support for missing covariates.

  • Maintainer: Erik Sverdrup
  • License: GPL-3
  • Last published: 2024-11-15