# R/vimp_rsquared.R In vimp: Perform Inference on Algorithm-Agnostic Variable Importance

#### Documented in vimp_rsquared

```#' Nonparametric Intrinsic Variable Importance Estimates: R-squared
#'
#' Compute estimates of and confidence intervals for nonparametric \$R^2\$-based
#' intrinsic variable importance. This is a wrapper function for \code{cv_vim},
#' with \code{type = "r_squared"}.
#'
#' @inheritParams cv_vim
#'
#' @return An object of classes \code{vim} and \code{vim_rsquared}.
#'
#' @inherit cv_vim details
#'
#' @examples
#' # generate the data
#' # generate X
#' p <- 2
#' n <- 100
#' x <- data.frame(replicate(p, stats::runif(n, -5, 5)))
#'
#' # apply the function to the x's
#' smooth <- (x[,1]/5)^2*(x[,1]+7)/5 + (x[,2]/3)^2
#'
#' # generate Y ~ Normal (smooth, 1)
#' y <- smooth + stats::rnorm(n, 0, 1)
#'
#' # set up a library for SuperLearner; note simple library for speed
#' library("SuperLearner")
#' learners <- c("SL.glm", "SL.mean")
#'
#' # estimate (with a small number of folds, for illustration only)
#' est <- vimp_rsquared(y, x, indx = 2,
#'            alpha = 0.05, run_regression = TRUE,
#'            SL.library = learners, V = 2, cvControl = list(V = 2))
#'
#' @seealso \code{\link[SuperLearner]{SuperLearner}} for specific usage of the
#'   \code{SuperLearner} function and package.
#' @export

vimp_rsquared <- function(Y = NULL, X = NULL, cross_fitted_f1 = NULL,
cross_fitted_f2 = NULL, f1 = NULL, f2 = NULL, indx = 1,
V = 10, run_regression = TRUE,
SL.library = c("SL.glmnet", "SL.xgboost", "SL.mean"),
alpha = 0.05, delta = 0, na.rm = FALSE,
cross_fitting_folds = NULL, sample_splitting_folds = NULL,
stratified = FALSE, C = rep(1, length(Y)), Z = NULL,
ipc_weights = rep(1, length(Y)), scale = "identity",
ipc_est_type = "aipw", scale_est = TRUE,
cross_fitted_se = TRUE, ...) {
cv_vim(type = "r_squared", Y = Y, X = X, cross_fitted_f1 = cross_fitted_f1,
cross_fitted_f2 = cross_fitted_f2, f1 = f1, f2 = f2, indx = indx,
V = V, run_regression = run_regression, SL.library = SL.library,
alpha = alpha, delta = delta, na.rm = na.rm, stratified = stratified,
cross_fitting_folds = cross_fitting_folds, ipc_weights = ipc_weights,
sample_splitting_folds = sample_splitting_folds, C = C, Z = Z,
scale = scale, ipc_est_type = ipc_est_type, scale_est = scale_est,
cross_fitted_se = cross_fitted_se, ...)
}
```

## Try the vimp package in your browser

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

vimp documentation built on Aug. 16, 2021, 5:08 p.m.