ocf

Ordered Correlation Forest

Last update: 14 September 2023

Software version identifier: 1.0.0

Copyright license: GNU General Public License, version 3.0

Nonparametric estimator for ordered non-numeric outcomes. The estimator modifies a standard random forest splitting criterion to build a collection of forests, each estimating the conditional probability of a single class. The package also implements a nonparametric estimator of the covariates’ marginal effects.