bdwilliamson/nova: Perform Inference on Algorithm-Agnostic Variable Importance
Calculate point estimates of and valid confidence intervals for nonparametric, algorithm-agnostic variable importance measures in high and low dimensions, using flexible estimators of the underlying regression functions. For more information about the methods, please see Williamson et al. (Biometrics, 2020), Williamson et al. (JASA, 2021), and Williamson and Feng (ICML, 2020).
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 2.3.3 |
| URL | https://bdwilliamson.github.io/vimp/ https://github.com/bdwilliamson/vimp http://bdwilliamson.github.io/vimp/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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