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Ordered Correlation Forest

CRAN status CRAN Downloads overall

R package to implement ordered correlation forest, a machine learning estimator specifically optimized for predictive modeling of ordered non-numeric outcomes.

ocf provides forest-based estimation of the conditional choice probabilities and the covariates’ marginal effects. Under an “honesty” condition, the estimates are consistent and asymptotically normal and standard errors can be obtained by leveraging the weight-based representation of the random forest predictions. Please reference the use as Di Francesco (2023).

To get started, please check the online short tutorial.

Installation

The package can be downloaded from CRAN:

install.packages("ocf")

Alternatively, the current development version of the package can be installed using the devtools package:

devtools::install_github("riccardo-df/ocf") # run install.packages("devtools") if needed.

References

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.