Permutation based approaches to Random Forest feature selection

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Description

Functions to estimate the statistical significance of the Increase in MSE and Decrease in Gini Coefficient metrics of random forest feature importance. The main functions are pRF and sigplot. See documentation on these functions for information on how to use them.

Details

Package: pRF
Type: Package
Version: 1.0
Date: 2015-02-23
License: GPL-3

Author(s)

Ankur Chakravarthy

Maintainer: ankur.chakravarthy.10@ucl.ac.uk

References

The concept of permuting response variables is loosely based off

Altmann A, Tolosi L, Sander O, Lengauer T. Permutation importance: a corrected feature importance measure. Bioinformatics. 2010 May 15;26(10):1340-7. doi: 10.1093/bioinformatics/btq134. Epub 2010 Apr 12. PubMed PMID: 20385727.

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