stochtree 0.1.0
- Initial release on CRAN.
 
- Support for sampling stochastic tree ensembles using two algorithms:
MCMC and Grow-From-Root (GFR)
 
- High-level model types supported:
- Supervised learning with constant leaves or user-specified leaf
regression models
 
- Causal effect estimation with binary or continuous treatments
 
 
- Additional high-level modeling features:
- Forest-based variance function estimation (heteroskedasticity)
 
- Additive (univariate or multivariate) group random effects
 
- Multi-chain sampling and support for parallelism
 
- “Warm-start” initialization of MCMC forest samplers via the
Grow-From-Root (GFR) algorithm
 
- Automated preprocessing / handling of categorical variables
 
 
- Low-level interface:
- Ability to combine a forest sampler with other (additive) model
terms, without using C++
 
- Combine and sample an arbitrary number of forests or random effects
terms