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nestedcv (version 0.7.12)

cv_varImp: Extract variable importance from outer CV caret models

Description

Extracts variable importance or coefficients from outer CV glmnet models from a nestcv.train fitted object.

Usage

cv_varImp(x)

Value

matrix of variable importance from outer CV fold caret models as well as the final model. Variable importance for variables which are not present in a particular outer CV fold model is set to 0.

Arguments

x

a nestcv.train fitted object

Details

Note that caret::varImp() may require the model package to be fully loaded in order to function. During the fitting process caret often only loads the package by namespace.

See Also

cv_coef()