RANDOM_FOREST

Syntax

RANDOM_FOREST(list[,namedOptions...])

Returned object

RandomForestOperator

Example

m=RANDOM_FOREST(LIST(LOGDIFF(INDPRO),LOGDIFF(PAYEMS),LOGDIFF(CPIAUCSL)))
EXTRACT(m,"slideshow")

Interpretation and limitations

The first argument is LIST(Y,X1,...). Optional settings retain the existing named-argument parser: ARG(name,value), ARG_LIST, or NAME:value. Settings are validated by the existing model class. Inspect out-of-sample behavior and avoid interpreting predictive importance as causal evidence.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

• regression
• proposed_regression
• selected_data
• fitted
• predicted
• residuals
• oob
• oob_prediction
• ols_fitted
• ols_oos
• ols_loocv
• benchmark
• ols_summary
• ols_inference
• importance
• equation
• rules
• consolidate_rules
• consolidated_rules
• predictor_bar_charts
• rules_bar_chart
• bar_charts
• bar_chart
• rules_charts
• rule_charts
• regimes_bar_chart
• regimes_bar_charts
• regimes
• summary
• model
• actualvsfitted
• slideshow

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples