[R] Confidence Interval for Ipred Bagging outputs (please help)

Majid Javanmard javanmard.majid at gmail.com
Mon Mar 14 14:43:04 CET 2016


Hello everyone

here is the code that implements bagging using ipred package :

library(ipred)
library(mlbench)
data("BostonHousing")
# Test set error (nbagg=25, trees pruned): 3.41 (Breiman, 1996a, Table 8)
mod <- bagging(medv ~ ., data=BostonHousing, coob=TRUE)
print(mod)
pred <- predict(mod)
pred<- as.data.frame(pred)

How can I have 95% Confidence interval for each predicted values !?

I appreciate if someone help me

Thanks

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