rfvimptest (version 0.1.3)
Sequential Permutation Testing of Random Forest Variable
Importance Measures
Description
Sequential permutation testing for statistical
significance of predictors in random forests. The main function
of the package is rfvimptest(), which allows to test for the
statistical significance of predictors in random forests using different
(sequential) permutation test strategies. The advantage of
sequential over conventional permutation tests is that they
are computationally considerably less intensive, as the sequential
procedure is stopped as soon as there is sufficient evidence
for either the null or the alternative hypothesis.