MulvariateRandomForestVarImp: Variable Importance Measures for Multivariate Random Forests

Calculates two sets of post-hoc variable importance measures for multivariate random forests. The first set of variable importance measures are given by the sum of mean split improvements for splits defined by feature j measured on user-defined examples (i.e., training or testing samples). The second set of importance measures are calculated on a per-outcome variable basis as the sum of mean absolute difference of node values for each split defined by feature j measured on user-defined examples (i.e., training or testing samples). The user can optionally threshold both sets of importance measures to include only splits that are statistically significant as measured using an F-test.

Getting started

Package details

AuthorSikdar Sharmistha [aut], Hooker Giles [aut], Kadiyali Vrinda [ctb], Dogonadze Nika [cre]
MaintainerDogonadze Nika <nika.dogonadze@toptal.com>
LicenseGPL (>= 3)
Version0.0.2
URL https://github.com/Megatvini/VIM/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MulvariateRandomForestVarImp")

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MulvariateRandomForestVarImp documentation built on Dec. 15, 2021, 5:07 p.m.