first (version 2.1)

Factor Importance Ranking and Selection using Total Indices

Description

A model-independent factor importance ranking and selection procedure based on total Sobol' indices. Please see Huang and Joseph (2025) . This research is supported by U.S. National Science Foundation grants DMS-2310637 and DMREF-1921873.

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Version

Install

install.packages('first')

Monthly Downloads

402

Version

2.1

License

GPL (>= 2)

Maintainer

Chaofan Huang

Last Published

September 1st, 2025

Functions in first (2.1)

first

Factor Importance Ranking and Selection using Total (Sobol') indices

first.rank

Factor Ranking via Cumulative Variance that can be explained.

shapleysobol.knn

Estimating Shapley Sobol' Effect from Data

totalsobol.knn

Estimating Total Sobol' Indices from Data