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randomForestSRC (version 3.3.1)

plot.quantreg.rfsrc: Plot Quantiles from Quantile Regression Forests

Description

Plots quantiles obtained from a quantile regression forest. Additionally insets the continuous rank probability score (crps), a useful diagnostic of accuracy.

Usage

# S3 method for rfsrc
plot.quantreg(x, prbL = .25, prbU = .75,
   m.target = NULL, crps = TRUE, subset = NULL, xlab = NULL, ylab = NULL, ...)

Arguments

x

A quantile regression object obtained from calling quantreg.

prbL

Lower quantile (preferably < .5).

prbU

Upper quantile (preferably > .5).

m.target

Character value for multivariate families specifying the target outcome to be used. If left unspecified, the algorithm will choose a default target.

crps

Calculate crps and inset it?

subset

Restricts plotted values to a subset of the data. Default is to use the entire data.

xlab

Horizontal axis label.

ylab

Vertical axis label.

...

Further arguments passed to or from other methods.

Author

Hemant Ishwaran and Udaya B. Kogalur

See Also

quantreg.rfsrc