Extracts variable importance or coefficients from outer CV glmnet models from
a nestcv.train
fitted object.
cv_varImp(x)
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.
a nestcv.train
fitted object
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.
cv_coef()