vimp (version 2.3.3)

Perform Inference on Algorithm-Agnostic Variable Importance

Description

Calculate point estimates of and valid confidence intervals for nonparametric, algorithm-agnostic variable importance measures in high and low dimensions, using flexible estimators of the underlying regression functions. For more information about the methods, please see Williamson et al. (Biometrics, 2020), Williamson et al. (JASA, 2021), and Williamson and Feng (ICML, 2020).

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install.packages('vimp')

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464

Version

2.3.3

License

MIT + file LICENSE

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Last Published

August 28th, 2023

Functions in vimp (2.3.3)