# RFpredInterval

R package which implements Prediction Intervals with Random Forests and Boosted Forests

`RFpredInterval`

package has two main R functions as below:

`pibf`

: Constructs prediction intervals with **P**rediction **I**ntervals with **B**oosted **F**orests (PIBF) proposed by Alakus et al. (2021)
`rfpi`

: Constructs prediction intervals with 15 distinct variations to produce **P**rediction **I**ntervals with **R**andom **F**orests (RFPI) proposed by Roy and Larocque (2020)

## Installation

This package is available on CRAN. Alternatively, you can install **RFpredInterval** from GitHub using the `devtools`

package. Run the following code in `R`

to install:

```
if (!require(devtools)) {
install.packages("devtools")
library(devtools)
}
devtools::install_github('calakus/RFpredInterval')
```

## References

- Alakus, C., Larocque, D., and Labbe, A. (2021). RFpredInterval: An R Package for Prediction Intervals with Random Forests and Boosted Forests.
*arXiv preprint* https://arxiv.org/abs/2106.08217.
- M.-H. Roy and D. Larocque. Prediction intervals with random forests.
*Statistical Methods in Medical Research*, 29(1):205–229, Jan. 2020. URL https://doi.org/10.1177/0962280219829885.