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) <>.

Package details

AuthorBrian D. Williamson [aut, cre], Noah Simon [aut], Marco Carone [aut]
MaintainerBrian D. Williamson <brianw2[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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vimp documentation built on Oct. 14, 2018, 5:04 p.m.