vita: Variable Importance Testing Approaches

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Implements the novel testing approach by Janitza et al.(2015) <http://nbn-resolving.de/urn/resolver.pl?urn=nbn:de:bvb:19-epub-25587-4> for the permutation variable importance measure in a random forest and the PIMP-algorithm by Altmann et al.(2010) <doi:10.1093/bioinformatics/btq134>. Janitza et al.(2015) <http://nbn-resolving.de/urn/resolver.pl?urn=nbn:de:bvb:19-epub-25587-4> do not use the "standard" permutation variable importance but the cross-validated permutation variable importance for the novel test approach. The cross-validated permutation variable importance is not based on the out-of-bag observations but uses a similar strategy which is inspired by the cross-validation 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.

Author
Ender Celik [aut, cre]
Date of publication
2015-12-14 19:05:44
Maintainer
Ender Celik <celik.p.ender@gmail.com>
License
GPL (>= 2)
Version
1.0.0

View on CRAN

Man pages

compVarImp
Compute permutation variable importance measure
CVPVI
Cross-validated permutation variable importance measure
NTA
Novel testing approach
PIMP
PIMP-algorithm for the permutation variable importance...
PimpTest
PIMP testing approach
summary.NTA
Summarizing the results of novel testing approach
summary.PimpTest
Summarizing PIMP-algorithm outcomes
VarImpCVl
Fold-specific permutation variable importance measure
vita-package
Variable importance testing approaches (vita)

Files in this package

vita
vita/src
vita/src/Rcpp_compVarImp.cpp
vita/src/RcppExports.cpp
vita/src/Rcpp_VarImpCVL.cpp
vita/NAMESPACE
vita/R
vita/R/compVarImp.R
vita/R/NTA.R
vita/R/PIMP.R
vita/R/summaryNTA.R
vita/R/PimpTest.R
vita/R/VarImpCVl.R
vita/R/RcppExports.R
vita/R/CVPVI.R
vita/R/summaryPimpTest.R
vita/MD5
vita/DESCRIPTION
vita/man
vita/man/VarImpCVl.Rd
vita/man/PimpTest.Rd
vita/man/summary.NTA.Rd
vita/man/summary.PimpTest.Rd
vita/man/compVarImp.Rd
vita/man/NTA.Rd
vita/man/PIMP.Rd
vita/man/CVPVI.Rd
vita/man/vita-package.Rd