EasyTreeVarImp: Variable importance for conditional inference trees.
Description
Variable importance for partykit conditional inference trees, using various performance measures.
Usage
EasyTreeVarImp(ct, nsim = 1)
Value
A data frame of variable importances, with variables as rows and performance measures as columns.
Arguments
ct
A tree of class constparty (as returned by ctree from partykit package).
nsim
Integer specifying the number of Monte Carlo replications to perform. Default is 1. If nsim > 1, the results from each replication are simply averaged together.
Author
Nicolas Robette
Details
If the response variable is a factor, AUC (if response is binary), accuracy, balanced accuracy and true predictions by class are used. If the response is numeric, r-squared and Kendall's tau are used.
References
Hothorn T, Hornik K, Van De Wiel MA, Zeileis A. "A lego system for conditional inference". The American Statistician. 60:257–263, 2006.
Hothorn T, Hornik K, Zeileis A. "Unbiased Recursive Partitioning: A Conditional Inference Framework". Journal of Computational and Graphical Statistics, 15(3):651-674, 2006.