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Supervised learning

High-level functionality for training supervised Bayesian tree ensembles (BART, XBART)

bart()
Run BART for supervised learning
predict(<bartmodel>)
Predict from a BART model
print(<bartmodel>)
Print summary of BART model
summary(<bartmodel>)
Summarize BART model fit and parameters
plot(<bartmodel>)
Plot BART model fit
extractParameter(<bartmodel>)
Extract BART parameter samples
getRandomEffectSamples(<bartmodel>)
Extract random effects samples from BART model
computeBARTPosteriorInterval()
Compute BART posterior credible intervals
computeContrastBARTModel()
Compute contrast for BART model
sampleBARTPosteriorPredictive()
Sample BART posterior predictive
saveBARTModelToJson() saveBARTModelToJsonFile() saveBARTModelToJsonString() createBARTModelFromJson() createBARTModelFromJsonFile() createBARTModelFromJsonString() createBARTModelFromCombinedJson() createBARTModelFromCombinedJsonString()
BART Serialization Routines

Causal inference

High-level functionality for estimating causal effects using Bayesian tree ensembles (BCF, XBCF)

bcf()
Run BCF for causal effect estimation
predict(<bcfmodel>)
Predict from BCF model
print(<bcfmodel>)
Print summary of BCF model
summary(<bcfmodel>)
Summarize BCF model
plot(<bcfmodel>)
Plot BCF model
extractParameter(<bcfmodel>)
Extract BCF parameter samples
getRandomEffectSamples(<bcfmodel>)
Extract random effect samples from BCF model
computeBCFPosteriorInterval()
Compute BCF posterior credible intervals
computeContrastBCFModel()
Compute contrast for BCF model
sampleBCFPosteriorPredictive()
Sample BCF posterior predictive
saveBCFModelToJson() saveBCFModelToJsonFile() saveBCFModelToJsonString() createBCFModelFromJson() createBCFModelFromJsonFile() createBCFModelFromJsonString() createBCFModelFromCombinedJson() createBCFModelFromCombinedJsonString()
BCF Serialization Routines

Low-level functionality

Serialization

Classes and functions for converting sampling artifacts to JSON and saving to disk

Data

Classes and functions for preparing data for sampling algorithms

ForestDataset
Forest Dataset C++ Wrapper
createForestDataset()
Create ForestDataset object
Outcome
Outcome Data C++ Wrapper
createOutcome()
Create outcome object
RandomEffectsDataset
Random Effects Dataset C++ Wrapper
createRandomEffectsDataset()
Create RandomEffectsDataset object
preprocessTrainData() preprocessPredictionData() savePreprocessorToJson() savePreprocessorToJsonString() createPreprocessorFromJson() createPreprocessorFromJsonString()
Data Preprocessing Routines

Forest

Classes and functions for constructing and persisting forests

Forest
Forest C++ Wrapper
createForest()
Create forest object
ForestModel
Forest Model C++ Wrapper
createForestModel()
Create ForestModel object
ForestSamples
Forest Container C++ Wrapper
createForestSamples()
Create ForestSamples object
print(<ForestSamples>)
Summarize a ForestSamples object
ForestModelConfig
Forest Model Configuration Object
createForestModelConfig()
Create ForestModelConfig object
GlobalModelConfig
Global Model Configuration Object
createGlobalModelConfig()
Create GlobalModelConfig object
CppRNG
Random Number Generator C++ Wrapper
createCppRNG()
Create CppRNG object
calibrateInverseGammaErrorVariance()
Calibrate inverse gamma prior
computeForestLeafIndices() computeForestLeafVariances() computeForestMaxLeafIndex()
Forest Kernel Computation Routines
resetActiveForest() resetForestModel()
Forest State Management Routines

Random Effects

Classes and functions for constructing and persisting random effects terms

RandomEffectSamples
Random Effect Container C++ Wrapper
createRandomEffectSamples()
Create RandomEffectSamples object
print(<RandomEffectSamples>)
Summarize a RandomEffectSamples object
RandomEffectsModel
Random Effects Model C++ Wrapper
createRandomEffectsModel()
Create RandomEffectsModel object
RandomEffectsTracker
Random Effects Tracker C++ Wrapper
createRandomEffectsTracker()
Create RandomEffectsTracker object
getRandomEffectSamples()
Extract random effect samples generic function
sampleGlobalErrorVarianceOneIteration()
Sample global error variance
sampleLeafVarianceOneIteration()
Sample leaf scale
resetRandomEffectsModel() resetRandomEffectsTracker() rootResetRandomEffectsModel() rootResetRandomEffectsTracker()
Random Effects State Management Routines

Utilities

Miscellaneous “utility” classes and functions

OutcomeModel()
Create a new outcome model object
sample_without_replacement()
Sample without replacement
extractParameter()
Extract parameter samples generic function

Package info

High-level package details

stochtree stochtree-package
stochtree: Stochastic Tree Ensembles (XBART and BART) for Supervised Learning and Causal Inference