Multivariate QRF #11
Description
Dear Loris,
First of all, thanks for this great development. I apologize if this should not be posted here. If so, please indicate how should I approach you and I will delete this issue.
I would like to know whether it would be possible to extend the package capability to multivariate quantile regression forest, so that, the model can predict/return the matrix/array of the full joint distribution of two (or more) response continuous variables, rather the marginal distribution of each of them.
If you think that it would be possible, please, let me know if you are willing to do it or you will be available to assist me (or somebody else) to develop such approach.
Cheers.