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.
Maintainer: [email protected]
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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