grf

Generalized Random Forests

Erik Sverdrup, Julie Tibshirani, Stefan Wager, Susan Athey

Last update: 25 February 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.2.1, 2.3.0, 0.9.2, 0.9.3, 0.9.4, 0.9.5, 0.9.6, 0.10.0, 0.10.1, 0.10.2, 0.10.3, 0.10.4, 1.0.0, 1.0.1, 1.1.0, 1.2.0, 2.0.0, 2.0.1, 2.0.2, 2.1.0, 2.2.0, 2.2.1, 2.3.0, 2.3.1, 2.3.2

Source code repository: https://github.com/cran/grf

Description

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.

Described by source

Generalized random forests

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