Provides a method for setting the significance level of the MDI (mean decrease in impurity) importances from a random forest model. Based on an empirical Bayes model. See https://www.biorxiv.org/content/10.1101/2022.04.06.487300v2 Thresholding Gini Variable Importance with a single trained Random Forest: An Empirical Bayes Approach (Robert Dunne, Roc Reguant, Priya Ramarao-Milne, Piotr Szul, Letitia Sng, Mischa Lundberg, Natalie A. Twine, Denis C. Bauer) for full details.
Until I figure out how to manage the cran repository:
install.packages("RFlocalfdr")
devtools::install_github("parsifal9/RFlocalfdr", build_vignettes = TRUE)
library(RFlocalfdr)
vignette("simulated",package="RFlocalfdr")
vignette("Smoking",package="RFlocalfdr")
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