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Calculate marginal effects, similar to linear coefficients, for any predictive model. Also calculates and plots individual conditional expectation (ICE) curves. As of this writing, the concept is experimental. Caveat emptor!

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TommyJones/marginal

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marginal will be an R package for calculating marginal effects for arbitrary prediction models. As of now, code and research are in early stages. In other words, BUYER BEWARE

Open issues include:

  • Finding a valid way to calculate confidence intervals
  • Handling categorical variables more elegantly
  • Finding the best default behaviors for calculations
  • And more!

Some basic usage

devtools::install_github("tommyjones/marginal")

library(marginal)
library(randomForest)

data(mtcars)

fit <- randomForest(mpg ~., data = mtcars)

mfx <- CalcMfx(object = fit, X = mtcars)

plot(mfx)

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Calculate marginal effects, similar to linear coefficients, for any predictive model. Also calculates and plots individual conditional expectation (ICE) curves. As of this writing, the concept is experimental. Caveat emptor!

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