evimp
From earth v4.4.4
by Stephen Milborrow
Estimate variable importances in an earth object
Estimate variable importances in an earth
object
- Keywords
- models
Usage
evimp(object, trim=TRUE, sqrt.=TRUE)
Arguments
- object
-
An
earth
object. - trim
-
If
TRUE
(default), delete rows in the returned matrix for variables that don't appear in any subsets. - sqrt.
-
Default is
TRUE
, meaning take thesqrt
of the GCV and RSS importances before normalizing to 0 to 100. Taking the square root gives a better indication of relative importances because the raw importances are calculated using a sum of squares. UseFALSE
to not take the square root.
Value
-
This function returns a matrix showing the relative importances of the
variables in the model. There is a row for each variable. The row
name is the variable name, but with
-
col
: Column index of the variable in thex
argument toearth
. -
used
: 1 if the variable is used in the final model, else 0. Equivalently, 0 if the row name has an-unused
suffix. -
nsubsets
: Variable importance using the "number of subsets" criterion. Is the number of subsets that include the variable (see "Three Criteria" in the chapter onevimp
in theearth
vignette Notes on the earth package). -
gcv
: Variable importance using the GCV criterion (see "Three Criteria"). -
gcv.match
: 1, except is 0 where the rank using thegcv
criterion differs from that using thensubsets
criterion. In other words, there is a 0 for values that increase as you go down thegcv
column. -
rss
: Variable importance using the RSS criterion (see "Three Criteria"). -
rss.match
: Likegcv.match
but for therss
.
-unused
appended if the
variable does not appear in the final model.The columns of the matrix are (not all of these are printed by print.evimp
):
nsubsets
criterion.
This means that values in the nsubsets
column decrease as you go down the column
(more accurately, they are non-increasing).
The values in the gcv
and rss
columns
are also non-increasing, except where the
gcv
or rss
rank differs from the nsubsets
ranking.
Note
There is a chapter on evimp
in the earth
package vignette
Notes on the earth package.
Acknowledgment
Thanks to Max Kuhn for the original evimp
code and for helpful discussions.
See Also
Examples
data(ozone1)
earth.mod <- earth(O3 ~ ., data=ozone1, degree=2)
ev <- evimp(earth.mod, trim=FALSE)
plot(ev)
print(ev)
Community examples
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