Implements the novel testing approach by Janitza et al.(2015) <http://nbnresolving.de/urn/resolver.pl?urn=nbn:de:bvb:19epub255874> for the permutation variable importance measure in a random forest and the PIMPalgorithm by Altmann et al.(2010) <doi:10.1093/bioinformatics/btq134>. Janitza et al.(2015) <http://nbnresolving.de/urn/resolver.pl?urn=nbn:de:bvb:19epub255874> do not use the "standard" permutation variable importance but the crossvalidated permutation variable importance for the novel test approach. The crossvalidated permutation variable importance is not based on the outofbag observations but uses a similar strategy which is inspired by the crossvalidation procedure. The novel test approach can be applied for classification trees as well as for regression trees. However, the use of the novel testing approach has not been tested for regression trees so far, so this routine is meant for the expert user only and its current state is rather experimental.
Package details 


Author  Ender Celik [aut, cre] 
Maintainer  Ender Celik <[email protected]> 
License  GPL (>= 2) 
Version  1.0.0 
Package repository  View on CRAN 
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