mid.importance: Calculate MID Importance

Description

mid.importance() calculates the MID importance of a fitted MID model.

Usage

mid.importance(object, data = NULL, weights = NULL, sort = TRUE, measure = 1L)
# S3 method for mid.importance
print(x, digits = max(3L, getOption("digits") - 2L), ...)

Value

mid.importance() returns an object of the class "mid.importance" containing the following components.

importance: the data frame of calculated importances.
predictions: the matrix of the fitted or predicted MID values.
measure: the type of the importance measure.

Arguments

object: a "mid" object.
data: a data frame containing the observations to be used to calculate the MID importance. If NULL, the fitted.matrix of the MID model is used.
weights: an optional numeric vector of sample weights.
sort: logical. If TRUE, the output data frame is sorted by MID importance.
measure: an integer specifying the measure of the MID importance. Possible alternatives are 1 for the mean absolute effect, 2 for the root mean square effect, and 3 for the median absolute effect.
x: a "mid.importance" object to be printed.
digits: an integer specifying the minimum number of significant digits to be printed.
...: additional parameters to be passed to print.data.frame() to print the importance of component functions.

Details

mid.importance() returns an object of class "mid.importance". The MID importance is defined for each component function of a MID model as the mean absolute effect in the given data.

Examples

Run this code

data(airquality, package = "datasets")
mid <- interpret(Ozone ~ .^2, airquality, lambda = 1)
imp <- mid.importance(mid)
imp

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