bdwilliamson/vimp: Nonparametric Variable Importance

Calculate point estimates of and valid confidence intervals for nonparametric 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. (2017) <>.

Getting started

Package details

AuthorBrian D. Williamson [aut, cre], Noah Simon [aut], Marco Carone [aut]
MaintainerBrian D. Williamson <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
bdwilliamson/vimp documentation built on Oct. 14, 2018, 7:13 p.m.