missForest
1.2
Package:
missForest
Nonparametric Missing Value Imputation using Random Forest
The function 'missForest' in this package is used to impute missing values particularly in the case of mixed-type data. It uses a random forest trained on the observed values of a data matrix to predict the missing values. It can be used to impute continuous and/or categorical data including complex interactions and nonlinear relations. It yields an out-of-bag (OOB) imputation error estimate without the need of a test set or elaborate cross-validation.