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emil (version 1.1-6)

emil.vimp.pamr: Variable importance of nearest shrunken centroids.

Description

Calculated as the absolute difference between the overall centroid and a class-wise shrunken centroid (which is the same for both classes except sign).

Usage

emil.vimp.pamr(object, threshold, thres.fun, ...)

Arguments

object
Fitted pamr classifier
threshold
Threshold to use for classification. This argument is only needed if you want to override the value set during model fitting.
thres.fun
Threshold selection function. Only needed if you want to override the function set during model fitting.
...
Sent to pamr.predict.

Value

  • A matrix of variable importance scores where the rows represent variables and the columns represent classes.

Details

In case multiple thresholds give the same error the largest one is chosen (i.e. the one keeping the fewest features).

See Also

emil, emil.fit.pamr, emil.predict.pamr, modeling.procedure