Description Usage Arguments Value
A function that calculate the reduction of relative mean squared error when adding the additional features using RFR. 10 folds cross validation is applied. This is the feature importance in a non-linear regression prediction.
1 | RFR_red_MSE(MM, p = 10, k = 30)
|
MM |
a matrix of the model matrix. |
p |
Number of parallels used. |
k |
Number of folds of cross validation used. |
a vector for the reduction in MSE.
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