pwbart {BART}  R Documentation 
BART is a Bayesian “sumoftrees” model.
For a numeric response y, we have
y = f(x) + e,
where e ~ N(0,sigma^2).
f is the sum of many tree models. The goal is to have very flexible inference for the uknown function f.
In the spirit of “ensemble models”, each tree is constrained by a prior to be a weak learner so that it contributes a small amount to the overall fit.
pwbart( x.test, treedraws, mu=0, mc.cores=1L, transposed=FALSE, dodraws=TRUE, nice=19L ## mc.pwbart only ) mc.pwbart( x.test, treedraws, mu=0, mc.cores=2L, transposed=FALSE, dodraws=TRUE, nice=19L ## mc.pwbart only )
x.test 
Matrix of covariates to predict y for. 
treedraws 

mu 
Mean to add on to y prediction. 
mc.cores 
Number of threads to utilize. 
transposed 
When running 
dodraws 
Whether to return the draws themselves (the default), or whether to
return the mean of the draws as specified by 
nice 
Set the job niceness. The default niceness is 19: niceness goes from 0 (highest) to 19 (lowest). 
BART is an Bayesian MCMC method. At each MCMC interation, we produce a draw from the joint posterior (f,sigma) \ (x,y) in the numeric y case and just f in the binary y case.
Thus, unlike a lot of other modelling methods in R, we do not produce a single model object from which fits and summaries may be extracted. The output consists of values f*(x) (and sigma* in the numeric case) where * denotes a particular draw. The x is either a row from the training data (x.train) or the test data (x.test).
Returns a matrix of predictions corresponding to x.test
.
##simulate data (example from Friedman MARS paper) f = function(x){ 10*sin(pi*x[,1]*x[,2]) + 20*(x[,3].5)^2+10*x[,4]+5*x[,5] } sigma = 1.0 #y = f(x) + sigma*z , z~N(0,1) n = 100 #number of observations set.seed(99) x=matrix(runif(n*10),n,10) #10 variables, only first 5 matter y=f(x) ##test BART with token run to ensure installation works set.seed(99) post = wbart(x,y,nskip=5,ndpost=5) x.test = matrix(runif(500*10),500,10) ## Not run: ##run BART set.seed(99) post = wbart(x,y) x.test = matrix(runif(500*10),500,10) pred = pwbart(post$treedraws, x.test, mu=mean(y)) plot(apply(pred, 2, mean), f(x.test)) ## End(Not run)