vimp: Nonparametric Variable Importance

Calculate point estimates of and valid confidence intervals for nonparametric 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. (2017) <https://biostats.bepress.com/uwbiostat/paper422/>.

Package details

AuthorBrian D. Williamson [aut, cre], Noah Simon [aut], Marco Carone [aut]
MaintainerBrian D. Williamson <brianw2[email protected]>
LicenseMIT + file LICENSE
Version1.1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vimp")

Try the vimp package in your browser

Any scripts or data that you put into this service are public.

vimp documentation built on Oct. 14, 2018, 5:04 p.m.