relieff_filter: ReliefF filter

In nestedcv: Nested Cross-Validation with 'glmnet' and 'caret'

ReliefF filter

Description

Uses ReliefF algorithm from the CORElearn package to rank predictors in order of importance.

Usage

relieff_filter(
  y,
  x,
  nfilter = NULL,
  estimator = "ReliefFequalK",
  type = c("index", "names", "full"),
  ...
)

Arguments

y	Response vector
x	Matrix or dataframe of predictors
nfilter	Number of predictors to return. If NULL all predictors are returned.
estimator	Type of algorithm used, see CORElearn::attrEval
type	Type of vector returned. Default "index" returns indices, "names" returns predictor names, "full" returns a named vector of variable importance.
...	Other arguments passed to CORElearn::attrEval

Value

Integer vector of indices of filtered parameters (type = "index") or character vector of names (type = "names") of filtered parameters. If type is "full" a named vector of variable importance is returned.

See Also

CORElearn::attrEval()

nestedcv documentation built on Oct. 26, 2023, 5:08 p.m.