Discrete Bayesian Additive Regression Trees Sampler
Creates a sampler object for a given problem which fits a Bayesian Additive Regreesion Trees model. Internally stores state in such a way as to be mutable.
dbarts(formula, data, test, subset, weights, offset, offset.test = offset, verbose = FALSE, n.samples = 800L, tree.prior = cgm, node.prior = normal, resid.prior = chisq, control = dbartsControl(), sigma = NA_real_)
formula |
An object of class |
data |
An optional data frame, list, or environment containing predictors to be used with the
model. For backwards compatibility, can also be the |
test |
An optional matrix or data frame with the same number of predictors as |
subset |
An optional vector specifying a subset of observations to be used in the fitting process. |
weights |
An optional vector of weights to be used in the fitting process. When present, BART fits a model with observations y | x ~ N(f(x), σ^2 / w), where f(x) is the unknown function. |
offset |
An optional vector specifying an offset from 0 for the relationship between the underyling function, f(x), and the response y. Only is useful for binary responses, in which case the model fit is to assume P(Y = 1 | X = x) = Φ(f(x) + offset), where Φ is the standard normal cumulative distribution function. |
offset.test |
The equivalent of |
verbose |
A logical determining if additional output is printed to the console. See |
n.samples |
A positive integer setting the default number of posterior samples to be returned for each run of
the sampler. Can be overriden at run-time. See |
tree.prior |
An expression of the form |
node.prior |
An expression of the form |
resid.prior |
An expression of the form |
control |
An object inheriting from |
sigma |
A positive numeric estimate of the residual standard deviation. If |
“Discrete sampler” refers to that dbarts
is implemented using ReferenceClasses, so that
there exists a mutable object constructed in C++ that is largely obscured from R. The dbarts
function
is the primary way of creating a dbartsSampler
, for which a variety of methods
exist.
A reference object of dbartsSampler
.
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