Hello

Is there exists a package for multivariate random forest, namely for
multivariate response data ? It seems to be impossible with the
"randomForest" function and I did not find any information about this
in the help pages  ...

party:::cforest can do, here is an example:

y <- matrix(rnorm(100), nc = 2)
x <- matrix(runif(50 * 5), nc = 5)
dat <- data.frame(y = y, x = x)
cf <- cforest(y.1 + y.2 ~ ., data = dat)
predict(cf)

gives

predict(cf)
               y.1          y.2
 [1,] -0.300622618  0.318143745
 [2,] -0.270218355  0.331261683
 [3,] -0.330129113  0.308545082
...

Best wishes,

Torsten


Thank you for your help

Bertrand

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