vimp: Perform Inference on Algorithm-Agnostic Variable Importance

Calculate point estimates of and valid confidence intervals for nonparametric, algorithm-agnostic variable importance measures in high and low dimensions, using flexible estimators of the underlying regression functions. For more information about the methods, please see Williamson et al. (Biometrics, 2020), Williamson et al. (arXiv, 2020+) <arXiv:2004.03683>, and Williamson and Feng (ICML, 2020) <arXiv:>.

Package details

AuthorBrian D. Williamson [aut, cre] (<https://orcid.org/0000-0002-7024-548X>), Noah Simon [aut] (<https://orcid.org/0000-0002-8985-2474>), Marco Carone [aut] (<https://orcid.org/0000-0003-2106-0953>)
MaintainerBrian D. Williamson <brianw26@uw.edu>
LicenseMIT + file LICENSE
Version2.1.0
URL https://github.com/bdwilliamson/vimp
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vimp")

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vimp documentation built on July 1, 2020, 6:03 p.m.