Quantile Regression Forests
Overview
Quantile Regression Forests is a tree-based ensemble method for estimation of conditional quantiles. It is particularly well suited for high-dimensional data. Predictor variables of mixed classes can be handled. The package is dependent on the package 'randomForest', written by Andy Liaw.
- New maintainer: Nicolai Meinshausen <meinshausen@gmail.com>.
- Substantial speed improvements, all without changing results:
- predict() now computes quantiles with a single vectorized sort per prediction matrix instead of calling quantile() once per observation (predictions on new data are now considerably faster; results are unchanged, type-7 quantiles as before).
- Fitting with keep.inbag=TRUE previously used an O(n^2) loop per tree to sample out-of-bag responses; this is now fully vectorized. The overhead of keep.inbag=TRUE over a plain fit is reduced by more than an order of magnitude for larger n.
- quantregForest() no longer computes the terminal-node matrix of the training data twice when keep.inbag=TRUE.
Show all changes in 1.4-0Hide the rest of the changes in 1.4-0
- Out-of-bag predictions via predict() without newdata are much faster.
- Removed a broken, unreachable duplicate definition of quantregForest() in R/convert.R that masked the real function during package collation.
- quantregForest is now a pure R package. The bundled copy of the C/Fortran sources and R helper functions of the randomForest package (used only for fitting with nthreads > 1) has been removed; parallel fitting now calls randomForest() directly in each fork and merges the forests with randomForest::combine(). This removes the compiler dependency, keeps the parallel code path automatically in sync with upstream randomForest, and does not change the fitted forests.
- RColorBrewer is no longer attached (it was needed only by the removed copies of randomForest plotting helpers).
From NEWS in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 2
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Dependencies
Installing quantregForest adds 1 package (1 with compiled code, 80 KB of source tarballs). Heaviest: randomForest 80 KB.
Code & Tests
People & History
Previously maintained by Loris Michel (1.3-6 to 1.3-7.1) and Nicolai Meinshausen (0.1-0 to 1.3-5).
Pick two releases to compare their code metrics.
- 1.4-0Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.3-7.12024-10-07 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.3-72017-12-19 · diff ↗
- 1.3-62017-11-14 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 1.3-52016-05-19 · diff ↗
- RR 3.3.0 released · 2016-05-03
Show 26 earlier eventsHide 26 earlier events
- 1.3
- 1.22016-03-23 · diff ↗
- 1.12015-09-09 · diff ↗
- 1.0
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- 0.2-32012-06-01 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- 0.2-22007-03-15 · diff ↗
- 0.2-1
- 0.2-02006-12-15 · diff ↗
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- 0.1-02006-02-08
- RR 2.2.0 released · 2005-10-06
Package metadata
- First published
- 2006-02-08
- Total releases
- 14 / 20 yrs
- License
- GPL
- Download size
- 6.9 KB
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