CovRegRF (Q71740)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: CovRegRF |
Covariance Regression with Random Forests
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | CovRegRF |
Covariance Regression with Random Forests |
Statements
13 February 2024
0 references
Covariance Regression with Random Forests (CovRegRF) is a random forest method for estimating the covariance matrix of a multivariate response given a set of covariates. Random forest trees are built with a new splitting rule which is designed to maximize the distance between the sample covariance matrix estimates of the child nodes. The method is described in Alakus et al. (2023) <doi:10.1186/s12859-023-05377-y>. 'CovRegRF' uses 'randomForestSRC' package (Ishwaran and Kogalur, 2022) <https://cran.r-project.org/package=randomForestSRC> by freezing at the version 3.1.0. The custom splitting rule feature is utilised to apply the proposed splitting rule. The 'randomForestSRC' package implements 'OpenMP' by default, contingent upon the support provided by the target architecture and operating system. In this package, 'LAPACK' and 'BLAS' libraries are used for matrix decompositions.
0 references
