first: Factor Importance Ranking and Selection using Total Indices

A model-independent factor importance ranking and selection procedure based on total Sobol' indices. Please see Huang and Joseph (2025) <doi:10.1080/00401706.2025.2483531>. This research is supported by U.S. National Science Foundation grants DMS-2310637 and DMREF-1921873.

Getting started

Package details

AuthorChaofan Huang [aut, cre], V. Roshan Joseph [aut]
MaintainerChaofan Huang <chaofan.huang@gatech.edu>
LicenseGPL (>= 2)
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("first")

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first documentation built on June 8, 2025, 1:12 p.m.