Rob McCulloch Home Page
contact info:
email: robert.mcculloch at chicagobooth.edu
web: www.rob-mcculloch.org
Robert McCulloch
Katherine Dusak Miller Professor
of Econometrics and Statistics
University of Chicago
Booth School of Business
5807 S Woodlawn ave.
Chicago, IL
60637
Teaching
applets
Curriculum Vitae
Some papers and talks
pbart:
This file bart_apache.zip (bart_apache.tgz) has the mpi implementation of BART.
After unzipping, read readme.bart for compiling and then friedman.r
for a simple simulated example run out of R
(just using system in R to call the executables).
See the paper:
Parallel Bayesian Additive Regression Trees
M. T. Pratola, H. Chipman, J. Gattiker, D. Higdon, R. McCulloch, and W. Rust
BayesTree:
simple R script to do variable selection using BART. do_simple_var-sel.R.
Here is a R-script which runs some a simple simulated example with binary y: do-binary.R
Old CART code and some variable selection code is here.