varImp.SDAM: Extract Variable importance for SDAM

In SDModels: Spectrally Deconfounded Models

Extract Variable importance for SDAM

Description

This function extracts the variable importance of an SDAM. The variable importance is calculated as the empirical squared L2 norm of fj. The measure is not standardized.

Usage

## S3 method for class 'SDAM'
varImp(object)

Arguments

object

an SDAM object

Value

A vector of variable importance

Author(s)

Cyrill Scheidegger

See Also

SDAM

Examples

set.seed(1)
X <- matrix(rnorm(10 * 5), ncol = 5)
Y <- sin(X[, 1]) -  X[, 2] + rnorm(10)
model <- SDAM(x = X, y = Y, Q_type = "trim", trim_quantile = 0.5, nfold = 2)
varImp(model)

SDModels documentation built on April 11, 2025, 5:50 p.m.