predict_forest_weights {orf}R Documentation

Predict Forest Weights

Description

predict forest weights, i.e. out-of-sample weights based on honest or train sample produced by the random forest algorithm as defined in Wager & Athey (2018)

Usage

predict_forest_weights(forest, data, pred_data)

Arguments

forest

estimated forest object of type ranger

data

train (honest) dataframe

pred_data

prediction dataframe

Value

matrix of honest forest weights


[Package orf version 0.1.4 Index]