flevr: Flexible, Ensemble-Based Variable Selection with Potentially Missing Data

Perform variable selection in settings with possibly missing data based on extrinsic (algorithm-specific) and intrinsic (population-level) variable importance. Uses a Super Learner ensemble to estimate the underlying prediction functions that give rise to estimates of variable importance. For more information about the methods, please see Williamson and Huang (2023+) <arXiv:2202.12989>.

Package details

AuthorBrian D. Williamson [aut, cre] (<https://orcid.org/0000-0002-7024-548X>)
MaintainerBrian D. Williamson <brian.d.williamson@kp.org>
LicenseMIT + file LICENSE
URL https://github.com/bdwilliamson/flevr
Package repositoryView on CRAN
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flevr documentation built on June 22, 2024, 7:33 p.m.