Plot Quantiles from Quantile Regression Forests

Plots quantiles obtained from a quantile regression forest. Additionally insets the continuous rank probability score (crps), a useful diagnostic of accuracy.

plot.quantreg(x, prbL = .25, prbU = .75,
   m.target = NULL, crps = TRUE, subset = NULL, ...)

Arguments

x

A quantile regression object obtained from calling quantreg.

prbL

Lower quantile (preferably < .5).

prbU

Upper quantile (preferably > .5).

m.target

Character value for multivariate families specifying the target outcome to be used. If left unspecified, the algorithm will choose a default target.

crps

Calculate crps and inset it?

subset

Restricts plotted values to a subset of the data. Default is to use the entire data.

...

Further arguments passed to or from other methods.

Author

Hemant Ishwaran and Udaya B. Kogalur

See also

quantreg.rfsrc