Extract Variable Importance Measure

Description

This is the extractor function for variable importance measures as produced by wsrf.

Usage

1
2
## S3 method for class 'wsrf'
importance(x, type=NULL, class=NULL, scale=TRUE, ...)

Arguments

x

an object of class wsrf.

type

either 1 or 2, specifying the type of importance measure (1=mean decrease in accuracy, 2=mean decrease in node impurity).

class

for classification problem, which class-specific measure to return.

scale

for permutation based measures, should the measures be divided their “standard errors”?

...

not used.

Details

Here are the definitions of the variable importance measures. The first measure is computed from permuting OOB data: For each tree, the prediction error on the out-of-bag portion of the data is recorded. Then the same is done after permuting each predictor variable. The difference between the two are then averaged over all trees, and normalized by the standard deviation of the differences.

The second measure is the total decrease in node impurities from splitting on the variable, averaged over all trees. The node impurity is measured by the Information Gain Ratio index.

Value

A matrix of importance measure, one row for each predictor variable. The column(s) are different importance measures.

See Also

randomForest