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vimp (version 1.1.2)

Nonparametric Variable Importance

Description

Calculate point estimates of and valid confidence intervals for nonparametric 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. (2017) .

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Version

Install

install.packages('vimp')

Monthly Downloads

273

Version

1.1.2

License

MIT + file LICENSE

Maintainer

Brian D. Williamson

Last Published

September 20th, 2018

Functions in vimp (1.1.2)

vimp_se

Estimate standard errors
vimp_update

Estimate the influence function
onestep_based_estimator

Estimate variable importance using a one-step estimator-based approach
vimp_ci

Confidence intervals for variable importance
vimp_regression

Nonparametric Variable Importance Estimates
vimp

vimp: Nonparametric variable importance assessment
plot.vim

Plot vim objects
two_validation_set_cv

V-fold cross-validation with two validation sets
format.vim

Format a vim object
cv_vim_nodonsker

Nonparametric Variable Importance Estimates using Cross-validation, without Donsker class relaxation
cv_vim

Nonparametric Variable Importance Estimates using Cross-validation
print.vim

Print a vim object
average_vim

Average multiple independent importance estimates
merge_vim

Merge multiple vim objects into one