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vimp (version 1.1.2)

vimp: vimp: Nonparametric variable importance assessment

Description

The vimp package provides one major function: vim. This function calculates an estimate of the variable importance parameter of interest developed by Williamson, Gilbert, Simon, and Carone. The parameter is defined as the additional variability in the outcome explained by including the covariates of interest in the estimating procedure.

Arguments

vimp Functions

The function vimp_regression() computes the estimates, standard error estimates, and confidence intervals for the ANOVA-based variable importance measure. It is an object of class "vim", and has its own print method.

The function merge_vim() takes the output of multiple calls to vimp_regression(), and combines the results into a single vim object.

The function format() formats a vim object for printing; print() prints the results; and plot() plots the estimates and standard errors.