Get the causal effect for each row in x given a causal forest

Get the causal effect for each row in x given a causal forest

Prediction on out of bag sample for a random forest

Build a causal forest.

• if bootstrap=True we sample for each tree via bootstrap else we use subsampling
• if honest=True we use 2 samples one too build splits and the other one to fill leaves otherwise we use the whole sample for the two steps
• if const_mtry=True we use a constant mtry otherwise we use a random mtry following min(max(Poisson(m_pois),1),number_of_features)
• if m_pois=-1 we set mtry to sqrt(number_of_features) else mtry is m_pois
• if optimisatio=true we use cross validation to tune regression random forest of gamma

Build a causal forest.

• if centering=True Y and W are centered else they stay unchanged
• if bootstrap=True we sample for each tree via bootstrap else we use subsampling
• if honest=True we use 2 samples one too build splits and the other one to fill leaves otherwise we use the whole sample for the two steps
• if const_mtry=True we use a constant mtry otherwise we use a random mtry following min(max(Poisson(m_pois),1),number_of_features)

Build a random forest which keep track of the oob sample

Get frequency of splitting on each covariate by depth in a causal forest

Get frequency based importance for each covariate in causal forest